This paper considers the one-and two-dimensional risk models with a non-stationary claim-number process.Under the assumption that the claim-number process satisfies the large deviations principle,the uniform asymptoti...This paper considers the one-and two-dimensional risk models with a non-stationary claim-number process.Under the assumption that the claim-number process satisfies the large deviations principle,the uniform asymptotics for the finite-time ruin probability of a one-dimensional risk model are obtained for the strongly subexponential claim sizes.Further,as an application of the result of onedimensional risk model,we derive the uniform asymptotics for a kind of finite-time ruin probability in a two dimensional risk model sharing a common claim-number process which satisfies the large deviations principle.展开更多
基金Supported by the 333 High Level Talent Training Project of Jiangsu Provincethe National Natural Science Foundation of China(71871046)Science and Technology Projects of Sichuan Province(2021YFQ0007)。
文摘This paper considers the one-and two-dimensional risk models with a non-stationary claim-number process.Under the assumption that the claim-number process satisfies the large deviations principle,the uniform asymptotics for the finite-time ruin probability of a one-dimensional risk model are obtained for the strongly subexponential claim sizes.Further,as an application of the result of onedimensional risk model,we derive the uniform asymptotics for a kind of finite-time ruin probability in a two dimensional risk model sharing a common claim-number process which satisfies the large deviations principle.
