基于进入过程的带有重尾索赔额的风险模型的大偏差

The Prise Large Deviations for a Risk Model Based on the Policy Entrance Process with Heavy-tailed Claim Sizes

文章建立了一类基于进入过程的风险模型.在索赔额服从C族分布的假设下,得到了该模型损失过程的大偏差结果.

In this paper,a risk model based on the policy entrance process was proposed.The large deviations for the loss process are obtained on the assumption that the claim sizes are consistently varying.