Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims

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<title>Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims</title>
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<namePart>Yang, Haizhong</namePart>
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<abstract displayLabel="Summary">This paper considers a bidimensional renewal risk model with constant interest force and dependent subexponential claims. Under the assumption that the claim size vectors form a sequence of independent and identically distributed random vectors following a common bivariate FarlieGumbelMorgenstern distribution, we derive for the finite-time ruin probability an explicit asymptotic formula.</abstract>
<note type="statement of responsibility">Haizhong Yang, Jinzhu Li</note>
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<title>Insurance : mathematics and economics</title>
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<publisher>Oxford : Elsevier, 1990-</publisher>
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<identifier type="issn">0167-6687</identifier>
<identifier type="local">MAP20077100574</identifier>
<part>
<text>01/09/2014 Volumen 58 Número 1 - septiembre 2014 </text>
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