Abstract：In this paper， a general risk model with constant force of interest and Brownian perturbation is considered. It does not need independent or dependent assumption on the inter-arrival times in this risk model. When the claim sizes are WUOD and have heavy-tailed distributions， the asymptotics of the finite-time ruin probability have been obtained， which shows that the Brownian perturbation has no effect on the asymptotics of the finite-time ruin probability.
毛砚竹,王开永. 带布朗扰动风险模型的有限时破产概率渐近性[J]. 华中师范大学学报(自然科学版), 2019, 53(4): 487-490.
MAO Yanzhu,WANG Kaiyong. Asymptotics of the finite-time ruin probability of a risk model with Brownian perturbation. journal1, 2019, 53(4): 487-490.
2019, Vol. 53 
