Finite-time ruin probabilities of bidimensional risk models with correlated Brownian motions

The present work concerns the finite-time ruin probabilities for several bidimensional risk models with constant interest force and correlated Brownian motions.} Under the condition that the two Brownian motions ${B_1(t), t\ge 0}$and${B_2(t), t\ge 0}$ are correlated, we establish new results for the finite-time ruin probabilities. \textcolor{blue} {Our research has enriched the development of the ruin theory with heavy tails in unidimensional risk models and the dependence theory of stochastic processes.