带常数利率的风险模型在随机时间上的破产概率

The Ruin Probability of the Constant Rate Risk Model in Random Time

考查了索赔额在独立同分布的情况下的风险模型下在随机时间的破产概率,在假设随机时间服从指数分布情况下,索赔额分布属于S族得到破产概率的一个渐进表达式。

The paper is about the ruin probability in the case of independent and same distribution in the random time.As the random time obey the exponent distributionthe claim amount distribute S race,that we can get the ruin probability.