Niestandardowe modele ryzyka – badanie wpływu stopnia zależności na prawdopodobieństwo ruiny
Nonstandard risk models – study of influence of the degree of dependence on the probability of ruin

Summary/Abstract: The paper is devoted to nonstandard risk models. The assumption of dependence of some random processes or variables is made and the probability of ruin is investigated. The continuous and discrete processes are studied. In these processes the value of claims or the random variables, which determine the moments at which the claim occurs, may be dependent. The impact of the degree of dependence of claims on the probability of ruin is investigated. Some nonregularity and nonmonotonicity of such a relation are observed.

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