目的研究S(γ)族索赔分布在一般干扰模型中的破产概率。方法利用分布的相关性质及拉普拉斯变换。结果得到与分布及干扰过程有关的破产概率定理。结论揭示了初始准备金趋于无限时,破产概率受干扰强度的规律,推广了已有干扰模型的破产概率估计。
Aim To study the ruin probability in a perturbed model in which the claim distribution belongs to S (γ). Methods Using the nature of S(γ) and the Laplace transform. Results A theorem of the perturbationruin probability about the claim distribution and the perturbation process is obtained. Conclusion The perturbation law is provided when the initial reserve tends to + ∞ ,and the results of the perturbation ruin probability are extended.