Abstract

This article considers a bidimensional continuous-time renewal risk model with a constant interest force, in which the claim sizes from the same business line are dependent following a general dependence structure proposed by Ko and Tang (2008) and each pair of inter-arrival times of the two kinds of insurance claims are arbitrarily dependent. In the presence of subexponential claim sizes, the corresponding asymptotic formula for the finite-time sum-ruin probability is established.

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