This paper considers a bidimensional continuous-time renewal risk model, in which the two components of each pair of claim sizes are linked via the strongly asymptotic independence structure and the two claim-number processes from different lines of business are (almost) arbitrarily dependent. Precise asymptotic formulas for three kinds of finite-time ruin probabilities are established when the claim sizes have heavy-tailed tails.

中文翻译：

---

具有次指数要求的相关二维更新风险模型中的渐近有限时间破产概率

本文考虑了一个二维连续时间续约风险模型，其中，每对索赔额的两个组成部分通过强渐进独立性结构相互链接，并且来自不同行业的两个索赔编号过程（几乎）是任意依赖的。当索赔额有尾巴很重的时候，就建立了三种有限时间破产概率的精确渐近公式。