Extremes on the discounted aggregate claims in a time dependent risk model

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On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula (2011, methodology): “In a similar dependence model, but with more freedom in the choice of the copula between each interclaim time and the subsequent claim amount, Asimit and Badescu (2009) consider a constant force of interest and heavy-tailed claim amounts.”
Asymptotics for Risk Capital Allocations Based on Conditional Tail Expectation (2011, methodology): “For the dependence structures discussed by Asimit and Badescu (2010) and Li et al.”
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (2010, methodology): “Theorem 3.2 of Asimit and Badescu (2010) also gives relation (2.10) but with a coefficient K∗r,t = ∞∑ n=1 e−λtλn ∫ · · · ∫ n,t n∑ i=1 h(si) exp ( −αr i∑ j=1 sj ) n∏ i=1 dsi, where n,t = {(s1, . . . , sn) ∈ [0, t]n : ∑ni=1 si ≤ t}.”