مشخصات پژوهش

In the individual risk model, the total claims on a portfolio of insurance contracts is the random variable of interest. The paper studies an individual risk model of insurance policy with dependence structure between claim sizes and occurrence times. The Exponential estimate of infinite time ruin prob- ability with large initial capital is computed using the random walk, Blackwell's renewal theorem and copula function when the claim sizes are distributed as light tailed distribution. An example is presented and computed the values of ruin probabilities.