在索赔分布属于S(γ)族的条件下,得到关于经典风险模型中与破产概率ψ(x)相关的几个渐近表达式,并运用所得结论得到了ψ(x)的渐近区间估计.
This paper investigates the severity analysis of ruin probability in classical risk model with S(γ) claims, and establishes the asymptotics related to ψ(x). And more, confidence interval of ψ(x) is built applying the asymptotics as x→+ ∞.