重尾分布破产概率研究的最新进展综述

Development of Research on Ruin Probabilities of Heavy-tailed Distribution

本文主要是对重尾分布破产概率的最新研究进展进行综述。首先,简要介绍Lundberg-Cramér经典破产模型及其主要结论;其次,重点介绍重尾分布的破产概率研究的新方法并总结了获得的最新结果;最后,展望了它的应用前景并对将来研究的新趋向作一探索。

This article aims at summarizing the development of the research on ruin probabilities of heavy - tailed distribution. At first, we introduce Lundberg - Cram r classical risk model and its main conclusions. Then, we mainly introduce new method and conclusions about the research of heavy - tailed distribution. At last, we explore the trend of the research and outlook its application.