BFS 2002 

Poster Presentation 
Dimitrios Konstantinides, Qi He Tang, Gurami Tsitsiashvili
In this paper we investigate the ruin probability
in the classical risk model under a positive
constant interest force. We restrict ourselves to
the case where the claim size is heavytailed,
i.e. the equilibrium distribution function of the
claim size belongs to a wide subclass (named
\cal{A}) of the subexponential distributions.
Twosided estimates for the ruin probability
are developed by reduction from the classical
model without interest force.