The Finite-time Ruin Probability Of The Nonhomogeneous Poisson Risk Model With Conditionally Independent Subexponential Claims

The ruin probability theory in insurance and finance is always an important branch of risk management.Researchers usually study the asymptotic behaviors of finite and infinite ruin probability.For instance,Tang[27]studied the asymptotic formula of finite ruin probability under a standard compound Poisson risk model,which attracted many scholars’ interests.Thereafter,they made many extensions for this result from various directions.Inspired by the above conclusions,on the one hand this paper con-siders the count process for claims follows a nonhomogeneous Poisson process.On the other hand,we consider the claim sizes are conditionally independent.Then we get the corresponding asymptotic formula of finite ruin probability under the subexponential claims and the above conditions.Finally,we also get the asymptotic formula.of the randomly weighted sums under the conditionally independent condition.