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

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      <subfield code="a">Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims</subfield>
      <subfield code="c">Haizhong Yang, Jinzhu Li</subfield>
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      <subfield code="a">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.</subfield>
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      <subfield code="t">Insurance : mathematics and economics</subfield>
      <subfield code="d">Oxford : Elsevier, 1990-</subfield>
      <subfield code="x">0167-6687</subfield>
      <subfield code="g">01/09/2014 Volumen 58 Número 1 - septiembre 2014 </subfield>
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