title: The Asymptotics of Recovery Probability in the Dual Renewal Risk Model with Constant Interest and Debit Force.
abstract: The asymptotic behavior of the recovery probability for the dual renewal risk model with constant interest and debit force is studied. By means the idea of Markov Skeleton method, we studied the times that the random premium incomes happened and transformed the continuous time model into a discrete time model. By investigating the fluctuations of this discrete time model, we obtained the asymptotic behavior when the random premium income belongs to a kind of heavy-tailed distributions.
authors.affiliation: Department of Statistics, Anhui Normal University, Wuhu, Anhui 241002, China.
authors.forename: Hao
authors.identifier: 0000-0002-4800-5471
authors.initials: H
authors.lastname: Wang
authors.affiliation: Department of Statistics, Anhui Normal University, Wuhu, Anhui 241002, China.
authors.forename: Lin
authors.identifier: 0000-0001-6952-824X
authors.initials: L
authors.lastname: Xu