【摘要】 设AD(u)表示延迟更新风险模型中破产时刻保险公司的亏损额,其中u为公司的初始资金.在索赔额的平衡分布为次指数族的条件下,得到了关于AD(u)的 矩的一个等价公式.更多还原

【Abstract】 Let AD(u) be the deficit at ruin in the delayed renewal risk model, where u is the initial capital of the company. Under the assumption that the equilibrium distribution of the claim size belongs to the subexponential class, this paper obtains an asymptotic formula for the moment of AD(u). This result improves the related works in the recent literatures.更多还原