Finite time ruin probability for non-standard Poisson model with different interest rates

In this paper, the finite-time ruin probability with different interest rates for non-standard Poisson model is considered. Under the assumptions that the claim-arrival process is non-standard Poisson process, i.e. nonhomogenous and conditional Poisson process, and the claimsize is subexponentially distributed, some simple asymptotic formulae of ruin probability within finite horizon are derived. The results we obtained extended the corresponding conclusion of related references for ordinary Poisson risk model.