科研之友
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摘要
In this paper, we consider a time-dependent risk model, where an insurance company is allowed to invest its wealth in financial assets and the price process of the investment portfolio is described as a geometric Levy process. When claim sizes have dominatedly varying tails, we obtain some asymptotic formulae for ruin probabilities holding uniformly for some finite or infinite time horizons. We further perform some simulations to check the accuracy of our formulae.
