This paper gives an asymptotically equivalent formula for the finite-time ruin probability of a
nonstandard risk model with a constant interest rate, in which both claim sizes and inter …

Consider a continuous-time renewal risk model with a constant force of interest. We assume
that claim sizes and interarrival times correspondingly form a sequence of independent and …

This paper investigates the finite-and infinite-time ruin probabilities in a discrete-time
stochastic economic environment. Under the assumption that the insurance risk-the total net …

This survey treats the problem of ruin in a risk model when assets earn investment income.
In addition to a general presentation of the problem, topics covered are a presentation of the …

For a dependent risk model with constant interest rate, in which the claim sizes form a
sequence of upper tail asymptotically independent and identically distributed random …

In this paper we investigate the ruin probability in the classical risk model under a positive
constant interest force. We restrict ourselves to the case where the claim size is heavy-tailed …

In this paper, we consider uniform asymptotics for the finite-time ruin probabilities of two
kinds of nonstandard bidimensional renewal risk models with constant interest forces and …

In this paper, we establish a simple asymptotic formula for the finite-time ruin probability of
the compound Poisson model with constant interest force and subexponential claims in the …

Recently, Tang [Tang, Q., 2005a. Asymptotic ruin probabilities of the renewal model with
constant interest force and regular variation. Scand. Actuar. J.(1), 1–5] obtained a simple …

In this paper, we investigate the computation of the moments of the compound Poisson sums
with discounted claims when introducing dependence between the interclaim time and the …