Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims

Consider a generalized bidimensional continuous-time risk model with heavy-tailed claims and Brownian perturbations, in which the claim sizes from each line of business are dependent according to the dependence structure first proposed by [ 12 ] and later generalized by [ 21 ], while the claim-number processes from different lines of business are almost arbitrarily dependent. Under the assumption that the claim sizes have subexponential distributions, some asymptotic formulae are established for the finite-time ruin probabilities defined as the probabilities that ruin occurs in both two lines of business.