This paper considers a dependent risk model with stochastic return and Brownian perturbation, where there exists a dependence structure between the claim sizes and the inter-arrival times and the price process of the investment portfolio is a geometric Lévy process. When the claim sizes have heavy-tailed distributions, the asymptotic lower and upper bounds of the finite-time ruin probability have been given.

中文翻译：

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具有随机收益和布朗扰动的时间相关风险模型的有限时间破产概率

本文考虑具有随机收益和布朗扰动的相关风险模型，其中索赔规模与到达间隔时间之间存在相关结构，投资组合的价格过程是几何Lévy过程。当索赔规模具有重尾分布时，给出了有限时间破产概率的渐近下界和上界。