摘要本文研究了带随机保费率的更新风险模型的有限时间破产概率问题.在强次指数索赔分布的假设下,我们得到了在有限时间t内破产概率的等价式.我们的结果对t ≥ f(x)一致成立,其中f(x)是一个无穷递增函数,极限过程是初始准备金x趋于无穷. |
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