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¡¶²©Ê¿ºóÎÄ¿â¡·ÐòÑÔPrefaceChapter 1 Introduction1£®1Risk process and ruin probabilities1£®2 Claim size distributions and claim arrival process1£®2£®1 Claim size and heavy-tailed or light-tailed distributions1£®2£®2 The arrival process1£®3The Cramer-Lundberg EstimateChapter 2 Risk Model with no Interest Rate2£®1 Veraverbeke's theorem2£®2 Infinite-time ruin probabilities in two dependent risk models2£®2£®1 Infinite-time ruin probability with modulated claim sizes2£®2£®2 Infinite-time ruin probability with NUQD claim sizes2£®3 Finite-time ruin probabilities with NLQD inter-arrival times2£®4 Supremum of a dependent random walk with subexponential incrementsChapter 3 Risk Model with Interest Rate3£®1 Finite-time ruin probabilities with dominatedly-varying-tailed claim sizes3£®1£®1 Some existing results in the independence case3£®1£®2 Asymptotics and uniform asymptotics for finite-time ruin probabilities in the dependence case3£®2 Further results on asymptotics and uniform asymptotics for ruin probabilities with dominatedly-varying-tailed claim sizes3£®3 Finite-time ruin probabilities with subexponential claim sizes in the dependent compound renewal risk model3£®3£®1Compound renewal risk model and dependence structures3£®3£®2 Finite-time ruin probabilities with subexponentialindividual claim sizes3£®3£®3 Simulation studyChapter 4 Discrete-time Risk Model with Insurance and Financial Risks4£®1 Randomly weighted sums in the independence case4£®1£®1 Randomly weighted finite sums4£®1£®2 Randomly weighted infinite sums 4£®2 Randomly weighted sums in the dependence case4£®2£®1 Randomly weighted finite sums with dependent primary random variables4£®2£®2 Randomly weighted finite sums with dependence between the primary random variable and the random weight4£®2£®3 Randomly weighted infinite sums with dependent primary random variablesBibliography±àºó¼Ç