Infinite-time absolute ruin in dependent renewal risk models with constant force of interest

Consider a renewal risk model with a constant premium and a constant force of interest rate, where the claim sizes and inter-arrival times follow certain dependence structures via some restriction on their copula function. Under the assumption that the distribution of the claim-size belongs to the intersection of the class S(γ), γ ≥ 0 and the class R_{√ ∞}, or a larger intersection class of O-subexponential distribution, class L(γ) and R_{√ ∞}, the infinite-time absolute ruin probabilities are derived.