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摘要
In this paper we consider some nonstandard renewal risk models with some dependent claim sizes and stochastic return, where an insurance company is allowed to invest her/his wealth in financial assets, and the price process of the investment portfolio is described as a geometric Levy process. When the claim size distribution belongs to some classes of heavy-tailed distributions and a constraint is imposed on the Levy process in terms of its Laplace exponent, we obtain some asymptotic formulae for the tail probability of discounted aggregate claims and ruin probabilities holding uniformly for some finite or infinite time horizons.
- 出版日期2014-9
- 单位南京审计大学; 东南大学
