Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models (Q1941336): Difference between revisions

In this paper the authors try to obtain uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional renewal risk models with constant interest forces and diffusion generated by Brownian motions. In both model, two classes of claim sizes are both upper tail asymptotically independent and their distributions belong to the intersection of the long-tailed distribution class and the dominatedly-varying-tailed distribution class, and the inter-arrival times follow a widely lower orthant dependence structure. In each model, the authors obtain three kinds of uniform asymptotics for the finite-time ruin probabilities, respectively.