本文讨论复合离散时的风险模型,在此模型中,在一时间区间内允许索赔大量出现且索赔的个数可以是随机个.在上述索赔具有某种相依结构的情况下,得到了上述复合风险模型的有限时破产概率的渐近估计.
In this paper,we consider a compound discrete-time risk model. In this model, there are a large number of claim sizes in each fixed time interval and their number is random. We obtain the asymptotic estimates of the finite-time ruin probability in the compound risk model with dependent claim sizes.