本文研究经典风险模型中破产概率的渐近行为.利用几何和的方法,获得了索赔额的分布属于S(γ).γ〉0。时破产概率的一个局部渐近式.同时.给出了一个具体的数值的例子.
In this paper, we investigate the asymptotic behavior for the ruin probability in the classical risk model. A local asymptotic formula for the ruin probability in the classical risk model with the distribution of the claim amount F which belongs to the class S (γ), γ〉 0, is obtained by using the geometric sum method. In addition, a numerical example is given.