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In this paper, we consider a perturbed compound Poisson risk model with stochastic premiums and constant interest force. We obtain the upper bound and Lundberg-Cramér approximation for the infinite-time ruin probability, and consider the asymptotic formula for the finite-time ruin probability when the claim size is heavy-tailed. We show that the model in our paper has similar results to the classical risk process and some existing generalized models

Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force