【摘要】 讨论了具有较一般意义的复合更新风险模型下的破产概率,在假定索赔分布属于重尾分布族的前提下,得到了我们所渴望的破产概率的尾等价形式.这一结果恰与经典的Cram啨r-Lundberg模型下的结论相一致.更多还原

【Abstract】 This paper discusses ruin probability in compound renewal risk model. On the assumption that the claims size belongs to the heavy-tailed class, we get a desired tail-equivalence relationship of ruin probability, which is surprisingly in accordance with that proved in classical Cramér-Lundberg model.更多还原