一类具有宽下限相依结构的索赔时间间隔分布的更新风险过程

A Class of Renewal Risk Process of The Claim Interval with Wide Lower Limit Dependent Structure

研究一类特殊的更新风险过程,其索赔时间间隔服从宽下限相依分布。在索赔额序列为负相依同分布的重尾随机变量属于L∩D族的假设下,得到了有限时间破产概率的一致渐近性。

In this paper, we investigate a novel class of renewal risk process, where the claim interval is Widely Lower Orthant Dependent. In the case of the claim size belongs to class L N D. Finally we prove a consistent asymptotic behavior of finite time ruin probability.