This paper considers a nonstandard renewal risk model with constant force of interest, in which each main claim induces a delayed claim. Assume that the main claim sizes and the inter-arrival times obey a dependence structure, and so do the delayed claim sizes and the arrival times. Supposing that the distributions of the main and delayed claim sizes both have subexponential tails, asymptotic estimate for the finite-time ruin probability of this risk model is obtained, as the initial surplus tends to infinity.

中文翻译：

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具有次指数主索赔和延迟索赔的时间相关更新风险模型的渐近线

本文考虑了一个具有恒定利益力的非标准续约风险模型，其中每个主索赔都会导致延迟索赔。假设主要索赔规模和到达间隔时间服从依赖结构，延迟索赔规模和到达时间也是如此。假设主债权和延迟债权规模的分布都具有次指数尾，得到该风险模型有限时间破产概率的渐近估计，因为初始盈余趋于无穷大。