Wang, Yinfeng; Yin, Chuancun - In: Statistics & Probability Letters 80 (2010) 17-18, pp. 1335-1342
This paper studies some asymptotic results for both finite and ultimate ruin probabilities in a discrete time risk model with nonconstant interest rates, under the assumptions that the individual net losses are bivariate upper-tail independent, identically distributed random variables having a...