次指数分布下复合Poisson风险过程破产概率的渐近公式

Asymptotic formulas of ultimate ruin probability in compound poisson risk process with subexponential distribution

考虑带有常数保险费率、常数利息力的复合Poisson风险模型,在次指数分布假定下通过推导eγ(v)的上、下界,得到了终极破产概率的渐近公式。

By building a compound Poisson risk model with constant premium rate ＆amp; interest force ,we get the asymptotic formulas of ultimate ruin probability by deducing the low and upper bounds of eγ（v） under subexponential distribution .