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Abstract
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In the individual risk model, the total claims on a portfolio of insurance contracts is the random
variable of interest. The paper studies an individual risk model of insurance policy with dependence
structure between claim sizes and occurrence times. The Exponential estimate of infinite time ruin prob-
ability with large initial capital is computed using the random walk, Blackwell's renewal theorem and
copula function when the claim sizes are distributed as light tailed distribution. An example is presented
and computed the values of ruin probabilities.
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