Finite-time ruin probability of a risk model with perturbation and subexponential main claims and by-claims

The paper considers a nonstandard risk model with stochastic return and perturbation, in which the price process of the investment portfolio is described as a geometric Lévy process and each main claim may induce a delayed by-claim. When the main claims and by-claims have subexponential distributions, we obtain some asymptotic estimations of the finite-time ruin probability.