Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate
Abstract This paper considers a dependent risk model perturbed by diffusion with a constant interest rate, in which the claim sizes and the inter-arrival times have some dependence structures. When the claim sizes have a dominated varying-tailed distribution, the asymptotics of the finite-time ruin probability of the risk model have been obtained, which shows that the asymptotics of the finite-time ruin probability is insensitive to the perturbed term.