Abstract
Recently, Tang established a local asymptotic relation for the ruin probability in the Cramér-Lundberg risk model. In this short note we extend the corresponding result to the equilibrium renewal risk model.
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Jiang, T., Chen, Y. Local asymptotic behavior of the survival probability of the equilibrium renewal model with heavy tails. Sci. China Ser. A-Math. 48, 300–306 (2005). https://doi.org/10.1360/03ys0209
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DOI: https://doi.org/10.1360/03ys0209