Consider a generalized bidimensional continuous-time risk model with heavy-tailed claims and Brownian perturbations, in which the claim sizes from each line of business are dependent according to the dependence structure first proposed by [12] and later generalized by [21], while the claim-number processes from different lines of business are almost arbitrarily dependent. Under the assumption that the claim sizes have subexponential distributions, some asymptotic formulae are established for the finite-time ruin probabilities defined as the probabilities that ruin occurs in both two lines of business.

中文翻译：

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具有次指数索赔的广义二维风险模型中有限时间破产概率的渐近行为

考虑具有重尾索赔和布朗扰动的广义二维连续时间风险模型，其中每个业务线的索赔规模根据 [12] 首次提出并随后由 [21] 推广的依赖结构而相互依赖，而来自不同业务线的索赔编号流程几乎是任意依赖的。在索赔规模具有次指数分布的假设下，为有限时间破产概率建立了一些渐近公式，定义为破产在两个业务线中发生的概率。