We consider a generalized time-dependent risk model with constant interest force, where the claim sizes are of pairwise quasiasymptotical independence structure, and the claim size and its interclaim time satisfy a dependence structure defined by a conditional tail probability of the claim size ...
Wang, Q.W. Gao, Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate, Methodology and Computing in Applied Probability 15(1) (2013), 109-124.K. Wang, Y. Wang, and Q. Gao, Uniform asymptotics for the finite-time ruin ...