本文研究了一类风险模型,其个体索赔额服从指数-幂尾型分布,索赔次数过程为一更新过程,其更新时间间隔服从指数族分布;给出了这类模型在有限时间内破产率的渐近性质;并讨论了在破产发生后的特征。
The risk model has been studied in which the individual claim size obeys exponential-power tail distribution and the numbers of claim is a renewal process with an interval time distributed in ED^* class, The asymtotical property of ruin probability has been given and, ruin symptom and precaution are discussed.