The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims.

This paper obtains an asymptotic formula for the finite-time ruin probability of the compound nonhomogeneous Poisson risk model with a constant interest force, in which the claims are conditionally independent random variables with a common subexponential distribution. The paper also obtains some asymptotic relations of randomly weighted sums ∑ i = 1 n θ i X i , in which the weights θ_i i = 1 , 2 , ⋯ , n are positive random variables which are bounded above and the primary random variables X_i, i = 1 , 2 , ⋯ , n are conditionally independent and follow subexponential distributions. [ABSTRACT FROM AUTHOR]