【摘要】 本文将经典的Sparre-Andevsen风险模型推广到保费收入过程不再是线性过程的一般风险过程,得到了一些关于负相协D族随机变量随机和的大偏差结果,以及破产概率的弱等价性.更多还原

【Abstract】 We extend the classical Sparre-Andersen risk model to a general case where the premium income process is no longer a linear function,and obtain some corresponding results on large deviations for random sums of negatively associated random variables with common dominatedly varying tails.As an application,we derive the weak equivalence of the probability of the time of ruin.更多还原