Abstract
This paper considers the one-and two-dimensional risk models with a non-stationary claim-number process.Under the assump-tion that the claim-number process satisfies the large deviations principle,the uniform asymptotics for the finite-time ruin probability of a one-dimensional risk model are obtained for the strongly subexponential claim sizes.Further,as an application of the result of one-dimensional risk model,we derive the uniform asymptotics for a kind of finite-time ruin probability in a two dimensional risk model sharing a common claim-number process which satisfies the large deviations principle.
基金项目
333 High Level Talent Training Project of Jiangsu Province()
National Natural Science Foundation of China(71871046)
Science and Technology Projects of Sichuan Province(2021YFQ0007)
维普
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