Abstract
A dependent general risk model with constant interest rate is investigated, where the claim sizes are a sequence of upper negatively dependent random variables, and the claim arrival process is a general counting process independent of the claim sizes. The asymptotic behavior for the finite-time ruin probability is derived. With the large claim data from PICC (Peoples Insurance Company of China) Property and Casualty Company Limited in the year 2008, some empirical analysis of the finite-time ruin probability is conducted.
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