Approximation for the ruin probabilities in a discrete time risk model with dependent risks

This paper studies some asymptotic results for both finite and ultimate ruin probabilities in a discrete time risk model with nonconstant interest rates, under the assumptions that the individual net losses are bivariate upper-tail independent, identically distributed random variables having a common distribution in the class D∩LD∩L. Additionally, it also establishes two-side bounds for ultimate ruin probability.