正规变化尾分布下总索赔分布的展开式

摘要

考虑在经典风险模型中，假设索赔分布的尾分布是正规变化函数，利用正规变化函数的n重卷积尾部的展开式得到总索赔分布的展开式，从而使保险公司更清楚地了解自己的索赔情况。%Researched the classical risk model,get the expansion of the total claim amount distribution by the expansion of the n-fold convolution tails of regularly varying function,the expansion can help the insurance company to know own compensation well.