TY - JOUR ID - 531 TI - Asymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes JO - Bulletin of the Iranian Mathematical Society JA - BIMS LA - en SN - 1017-060X AU - Wang, Kaiyong AU - Ding, Fei AU - Wu, Hongmei AU - Pan, Tingting AD - Suzhou University of Science and Technology Y1 - 2014 PY - 2014 VL - 40 IS - 3 SP - 791 EP - 807 KW - Asymptotics‎ KW - ‎infinite time ruin probability‎ KW - ‎constant interest rate‎ KW - ‎dominatedly varying tail‎ DO - N2 -  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. UR - http://bims.iranjournals.ir/article_531.html L1 - http://bims.iranjournals.ir/article_531_73c1031a26b7969cd49159a977b0ab99.pdf ER -