给出Poisson ARCH(1)过程的中偏差存在形式,并将Poisson ARCH(1)过程应用到一个离散风险模型中,利用获得的中偏差结果,对其有限破产概率进行了渐近等价估算.
The author provided the exact forms of moderate deviation for the Poisson ARCH(1)process.In addition,the author used Poisson ARCH(1)process to model the claim frequency in the risk model.With the help of moderate deviation result,the author derived the uniform asymptotic formula for the finite-time ruin probability.