Shen, Xinmei; Zhang, Yi - In: Statistics & Probability Letters 83 (2013) 7, pp. 1787-1799
This paper considers a two-dimensional discrete time risk model with constant interest rates, and individual net losses in ERV(−α,−β), the class of extended regular variations with indices 0α≤β∞. Some asymptotic results for both finite-time and infinite-time ruin probabilities under...