西北师范大学学报（自然科学版）Issue(2)：9-11,23,4.
具有潜在索赔的风险模型在重尾赔付下的极限性质
T he limit properties for a risk model with heavy-tailed potential claims
摘要
Abstract
In this paper a risk model with prospective‐claim is studied , in which the customers' potential claims are heavy‐tailed random variables with independent identically distribution . Different insurance policy holders are allowed to have different probabilities to make actual claims . When customers' potential claims belong to class S , an asymptotic expression of the finite‐time ruin probability is derived .关键词
有限时间破产概率/独立随机变量/S族/潜在索赔/更新过程Key words
finite-time ruin probability/independent random variables/class S/prospective-claim/renewal process分类
数理科学引用本文复制引用
肖鸿民,赵婕,宋国龙..具有潜在索赔的风险模型在重尾赔付下的极限性质[J].西北师范大学学报（自然科学版）,2015,(2):9-11,23,4.基金项目
国家自然科学基金资助项目 （）
