探讨了索赔过程为多险种的风险模型，以及重尾随机变量分布函数f为OR类精确大偏差问题。假设一个保险公司有k种类型的险种．第i个险种的索赔过程记为｜xy,j≥1｜,i=1,…,k,在他人研究的基础上得出多险种风险模型s（k；n1，…,nk）=k∑i=1 ni∑j=1xy的精细大偏差．%In this paper we consider the claims process is a multi-risk model with heavy tails, and its distribution function is OR tails. Assume that there are K types of insurance in an insurance company, the related claims are denoted by ｜xy,j≥1｜,i=1,…,k,we investgate the precise large deviation whose model is multi-risk s（k;n1,…,nk）=k∑i=1 ni∑j=1xy.
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