带随机重延迟的大额索赔更新风险模型的局部破产概率

Local Ruin Probability in the Delayed Renewal Model with Large Claims

    摘要
  • 摘要: 本文给出了带随机重延迟的大额索赔更新风险模型的局部破产概率的渐近表达式, 它与原更新风险模型相应的局部破产概率的渐近表达式一致

     

    Abstract: Asymptotic expression for local ruin probability in the renewal risk model with large claims and random delays is derived, which coincides with that for corresponding local ruin probability in the ordinary renewal risk model.

     

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