Abstract:A risk model with main-claims and by-claims is considered in the paper. The risk model with a constant force of interest and a Brownian perturbation are studied. When the main-claims and by-claims are pairwise quasi-asymptotically independent with dominatedly varying tails, the asymptotics of finite-time ruin probability have been obtained.
郭晓娟,王开永. 相依主索赔与副索赔风险模型的有限时破产概率的渐近性[J]. 华中师范大学学报(自然科学版), 2023, 57(4): 494-499.
GUO Xiaojuan,WANG Kaiyong. Asymptotics of finite-time ruin probability of a risk model with dependent main-claims and by-claims. journal1, 2023, 57(4): 494-499.