运用古典概率论的有关知识,针对个体索赔额服从混合指数分布的破产概率问题,通过建立合适的数学模型导出了它的最终破产概率的显式表达式,并得到了它的渐近估计.所得结果包含了现有文献的相关结论.
The classical probability theory is used to derive solution of the uhimate ruin probability in a mixed exponential distribution model, and its asymptotic estimation is obtained. The related results in literatures are improved in this conclusion.