Pricing the risk of a general insurance portfolio using series expansions for the finite time multivariate ruin probability in a financial-actuarial risk process

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The risk involved in a General Insurance portfolio can be priced using the related concepts Multivariate Ruin Probability-Annual Premium. In the present work, McLaurin expansion, with respect the arrival intensity of claims, for the finite time Multivariate Ruin Probability - considering the surplus just before and deficit at ruin time - is obtained in the context of a Financial-actuarial model for the risk process, and used to price a General Insurance portfolio in terms of its annual premium. Finally, the concept of Financial Autonomy Ratio, is introduced as a measure of the strength of the investments' yields to prevent ruin.