设索赔来到过程为具有常数利息力度的更新风险模型.在索赔额分布为负相依的次指数分布假定下,建立了有限时间破产概率的一个渐近等价公式.所得结果显示,在独立同分布索赔额情形,有限时间破产概率的有关渐近等价公式,在负相依场合依然成立.这表明有限时间破产概率对于索赔额的负相依结构是不敏感的.
Let the claim-arrival process follow renewal risk model with constant interest force. Under the assumption that the claimsizes are subexponentially distributed and negatively dependent, a simple asymptotic formula on finite-time ruin probability is obtained. The result obtained shows that the asymptotic formula of finite-time ruin probability which holds in the case that the claimsize is independent, identically distributed (i.i.d.) is still right when the claimsize is negatively dependent. This illustrates that the asymptotic formula of finite time ruin probability is insensitive to the negatively dependent structure.