Wang, Dingcheng2015-12-081532-6349http://hdl.handle.net/1885/31675At first the paper investigates the asymptotic behavior of the finite-time ruin probability with constant interest rate and subexponentially tailed claim sizes, which extends the result recently established by Tang[14] for the classical risk model to theKeywords: Mathematical models; Probability; Risk analysis; Asymptotic behavior; Constant interest rates; Counting process; Asymptotic analysis Asymptotic behavior; Constant interest rate; Counting process; Delayed renewal risk model; Finite-time ruin probability; Subexponentially tailed claim sizes200810.1080/153263407018268982015-12-08