Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times (Q646758)

The authors investigate asymptotics of the infinite-time ruin probabilities for some new dependent risk models. Similarly to the Sparre Anderson model, the new dependent risk models are related to some random walks with dependent increments. Recently, \textit{S. Foss, T. Konstantopoulos} and \textit{S. Zachary} [J. Theor. Probab. 20, No. 3, 581--612 (2007; Zbl 1131.60040)] and \textit{D. Wang, P. Chen} and \textit{C. Su} [Stat. Probab. Lett. 77, No. 13, 1403--1412 (2007; Zbl 1130.60053)] studied some random walks with modulated increments and negatively associated increments, respectively, and obtained some results. In the present paper, the authors apply these results to derive the asymptotics for the infinite-time ruin probabilities in two dependent risk models, where the claim inter-arrival times are assumed to be negatively lower orthant dependent and independent of the claim sizes.