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In this paper, we consider a risk process in which the distribution of the inter-claim time is the sum of two independent exponential random variables. We introduce a dependence structure between the claim size and the inter-claim time. The structure is based on FGM copula. An integro-differential equation for the expected discounted penalty function is derived and an explicit expression for the Laplace transform of ruin probability is given for exponential claim size. © 2012 Yong and Xiang.

Differential equations for ruin probability in a special risk model with FGM copula for the claim size and the inter-claim time