【摘要】 进一步研究了更新风险模型中破产概率的问题 ,在假定索赔额分布是重尾时 ,证明了若干重要结果 ,得到了与经典的 Crammer-Lunderberg模型相一致的结论 .并且推广和改进了部分已有文献中的结果更多还原

【Abstract】 This paper is a further investigation into the problem of ruin probabilities in renewal risk model,some results are proved under the assumption that the claim size is heavy\|tailed.The results proved here are in accordance with that in classic Crammer\|Lunderberg model.Moreover,some already\|reached conclusions in some references are improved within some larger bounds.更多还原