Ruin Problems of Multidimensional Risk Models under Constant Interest Rates and Dependent Risks with Heavy Tails

Table 1

Ruin probability under allocation of .

Insurance period	Initial reserve	Allocation of
		10	1000	0.001081	0.001092	0.001104	0.001110	0.001134
3000	0.000192		0.000193	0.000198	0.000209	0.000204
5000	0.000076		0.000076	0.000077	0.000078	0.000087
30	1000	0.001860	0.001877	0.001919	0.001914	0.001938
	3000	0.000379	0.000384	0.000382	0.000393	0.000385
	5000	0.000160	0.000161	0.000166	0.000168	0.000169