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This analysis establishes uniform asymptotics for ruin probabilities in a bidimensional risk model, indicating implications for financial risk management.
This paper considers a continuous-time bidimensional risk model with a constant interest force, where there exist dependence structures among the claim sizes of two business lines and the inter-arrival times of the claim sizes. When the claim sizes have subexponential distributions, some uniform asymptotics for the finite-time absolute ruin probabilities of the bidimensional risk model are established.
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Qin et al. (2026) studied this question.
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