文献[1]研究了索赔额的分布属于S(γ)族,γ≥0情形下,更新保险风险模型中破产时净亏损额阶矩,即平均净亏损额的渐近性.本文在S族情形下,给出了它的一个简单证明.
Cheng,et al(2002) investigate the asymptotic behavior of the -moments of Au,that is the average deficit in some way,in a renewal insurance risk model,under the assumption that the distribution of the claim size belongs to the class S(γ),γ≥0.This paper gives another simple proof when the claim size is subexponentially distributed.