Abstract
Consider an insurance risk model with constant force of interest under the assumption that an immediate claim is accompanied by a random number of delayed claims. In the presence of heavy tails on claim distributions and dependence structures among modelling components, we study the uniform asymptotics for an insurer's ruin-related quantities, where the uniformity holds for all time horizons varying in a relevant interval.
Acknowledgments
The authors would like to thank the editors and the anonymous referees for their efforts on the early version of this paper.
Disclosure statement
No potential conflict of interest was reported by the author(s).