Finete-time Ruin Probability With Negatively Dependence Heavy-tailed Claims

It is well known that much attention has been paid to issues of ruin theory in the field of financial risks. One of the hot issues is the asymptotic estimation of ruin probability of insurance company. Recently, Chen and Ng (2007) has investigated infinite-time ruin probability with constant interest force and negatively quadrant dependent (NQD) and extended regularly varying-tailed claims. In the second chapter of this paper, we obtain a weakly asymptotic equivalent formula for the finite- and infinite-time ruin probability with constant interest force and negatively quadran dependent and dominated varying-tailed claims, while consistent variation class contains extended regular variation class, in particular, we obtain asymptotic equivalent formula for the case in which the claims are consistently varying-tailed. Subject to the assumption that claims are negatively association (NA) random variables with common distribution belongs to dominated varying- tailed class and long-tailed class, the third chapter obtains a weakly asymptotic equivalent formula for the ruin probability without interest within a random harizon.