@article { author = {Wang, Kaiyong and Ding, Fei and Wu, Hongmei and Pan, Tingting}, title = {Asymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes}, journal = {Bulletin of the Iranian Mathematical Society}, volume = {40}, number = {3}, pages = {791-807}, year = {2014}, publisher = {Iranian Mathematical Society (IMS)}, issn = {1017-060X}, eissn = {1735-8515}, doi = {}, abstract = { This paper mainly considers a nonstandard risk model with a constant interest rate‎, ‎where both the claim sizes and the inter-arrival times follow some certain dependence structures‎. ‎When the claim sizes are dominatedly varying-tailed‎, ‎asymptotics for the infinite time ruin probability of the above dependent risk model have been given‎.}, keywords = {Asymptotics‎,‎infinite time ruin probability‎,‎constant interest rate‎,‎dominatedly varying tail‎}, url = {http://bims.iranjournals.ir/article_531.html}, eprint = {http://bims.iranjournals.ir/article_531_73c1031a26b7969cd49159a977b0ab99.pdf} }