ASYMPTOTICS FOR THE RUIN PROBABILITIES OF A TWO-DIMENSIONAL RENEWAL RISK MODEL

In this paper, we mainly consider the uniform asymptotic behavior for the finitetime ruin probabilities of a two-dimensional insurance model. In this model, the insurance company operates two classes of insurance business, whose claims occur in pairs and share a same claim arrival process. In the obtained result, the claim distributions cover most of the common subexponential distributions. The risk model with dependent inter-arrival times as well as the one with Brownian motion diffusions are also investigated.