Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims ☆

This paper deals with some negatively dependent risk models with a constant interest rate, dominatedly-varying-tailed claims and a general premium process. We first establish two weak asymptotic equivalent formulae for the finite-time ruin probabilities. Furthermore, we obtain a uniform result for the dependent renewal risk model with a constant premium rate.

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