On the ruin probabilities of a bidimensional perturbed risk model

We follow some recent works to study the ruin probabilities of a bidimensional perturbed insurance risk model. For the case of light-tailed claims, using the martingale technique we obtain for the infinite-time ruin probability a Lundberg-type upper bound, which captures certain information of dependence between the two marginal surplus processes. For the case of heavy-tailed claims, we derive for the finite-time ruin probability an explicit asymptotic estimate.