Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail

This paper considers a two-dimensional discrete time risk model with constant interest rates, and individual net losses in ERV(−α,−β)ERV(−α,−β), the class of extended regular variations with indices 0<α≤β<∞0<α≤β<∞. Some asymptotic results for both finite-time and infinite-time ruin probabilities under two types of ruin times are established. The two components of net losses are allowed to be generally dependent.