基于投保过程的风险过程的精细大偏差

摘要

A risk model based on the insureds' entrance process was proposed and precise large deviations from the loss process were investigated under the condition that the claims follow some heavy-tailed distribution.%提出了一个基于投保过程的风险模型.在索赔额为重尾分布假设条件下研究了损失过程的精细大偏差.