Consider a nonstandard continuous-time bidimensional risk model with constant force of interest,in which the two classes of claims with subexponential distributions satisfy a general dependence structure and each pair...Consider a nonstandard continuous-time bidimensional risk model with constant force of interest,in which the two classes of claims with subexponential distributions satisfy a general dependence structure and each pair of the claim-inter-arrival times is arbitrarily dependent.Under some mild conditions,we achieve a locally uniform approximation of the finite-time ruin probability for all time horizon within a finite interval.If we further assume that each pair of the claim-inter-arrival times is negative quadrant dependent and the two classes of claims are consistently-varying-tailed,it shows that the above obtained approximation is also globally uniform for all time horizon within an infinite interval.展开更多
基金Supported by the Natural Science Foundation of China(12071487,11671404)the Natural Science Foundation of Anhui Province(2208085MA06)+1 种基金the Provincial Natural Science Research Project of Anhui Colleges(KJ2021A0049,KJ2021A0060)Hunan Provincial Innovation Foundation for Postgraduate(CX20200146)。
文摘Consider a nonstandard continuous-time bidimensional risk model with constant force of interest,in which the two classes of claims with subexponential distributions satisfy a general dependence structure and each pair of the claim-inter-arrival times is arbitrarily dependent.Under some mild conditions,we achieve a locally uniform approximation of the finite-time ruin probability for all time horizon within a finite interval.If we further assume that each pair of the claim-inter-arrival times is negative quadrant dependent and the two classes of claims are consistently-varying-tailed,it shows that the above obtained approximation is also globally uniform for all time horizon within an infinite interval.
