Uniform Asymptotic Behaviour Of The Fnite-time Ruin Probability With Negative Dependence Inter-occurrence Times

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.The latter is devided into considitions of nonuniform asymptotic and uniform asymptotic,this paper will study the uniform asymptotic of the finite-time ruin probability.In this area,Tang(2004) gave the uniform asymptotic of the finite-time ruin probability with excessively heavy-tailed claims.Recently, for more generally heavy-tailed claims,Leipus and Siaulys(2007) investigated the uniform asymptotic of the finite-time ruin probability.The above two papers all assume that the inter-occurrence times are independent identically distributed(i.i.d). That is too ideally.This paper will study the uniform asymptotics of the finite-time ruin probability with strictly stationary negatively associated inter-occurrence times.