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We consider a generalization of the classical risk model when the premiumintensity depends on the current surplus of an insurance company. All surplusis invested in the risky asset, the price of which follows a geometric Brownianmotion. We get an exponential bound for the infinite-horizon ruin probability.To this end, we allow the surplus process to explode and investigate thequestion concerning the probability of explosion of the surplus process betweenclaim arrivals.

Ruin probability in a risk model with a variable premium intensity and risky investments