This paper considers a bidimensional renewal risk model with constant interest force and dependent subexponential claims. Under the assumption that the claim size vectors form a sequence of independent and identically distributed random vectors following a common bivariate...

In this paper we obtain some novel results regarding pairwise (strong) quasi-asymptotically independent random variables with dominatedly varying tails. Our main concern lies in the asymptotics for constant and randomly weighted sums of such random variables. The obtained results are applied to...