[1]Jiangsu Key Laboratory of Financial Engineering and School of Finance;
Nanjing Audit University;
Nanjing 211815;
China;
[2]School of Mathematical Sciences;
University of Electronic Science and Technology of China;
Chengdu 611731;
China;
Poisson risk model; tail probability; one-sided linear process; heavy-tailed distribution; asymptotic upper bound; investment return;