Abstract In this paper, we consider a two-dimensional nonstandard renewal risk model with stochastic returns, in which the two lines of claim sizes form a sequence of independent and identically distributed random vectors following a bivariate Sarmanov distribution, and the two claim-number processes satisfy a certain dependence structure. When the two marginal distributions of the claim-size vector belong to the intersection of the dominated-variation class and the class of long-tailed distributions, we obtain uniform asymptotic formulas of finite-time and infinite-time ruin probabilities.

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bivariate sarmanov distribution claimsize vector longtailed distributions asymptotic formulas stochastic returns twodimensional nonstandard renewal risk model dominatedvariation class finitetime and infinitetime ruin probabilities claimnumber processes

Yinghua Dong,Dingcheng Wang,.Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns. 2018 (1),.

Yinghua Dong,Dingcheng Wang,"Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns" 2018

Yinghua Dong,Dingcheng Wang,"Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns"