本文在研究普通更新风险模型下当索赔分布F∈S^*时生存概率的局部解问题的基础上,将模型推广到延迟更新模型,得到了生存概率局部解渐进估计.
In this paper we first discuss the local asmptotic relationship for the survival probability in the renwal risk model under heavy-tailed claims.i.e.F∈S^*, then we obtain the same result for the survival probability in the delayed renwal risk model based on the above result.