本文首先研究了分布族S(v)(v≥0)和分布族S^*(v)(v≥0)的一些相关性质,然后研究了经典风险模型在调节系数不存在而且索赔分布F∈S^*(v)(v〉0)的情况下破产概率的一个渐近结果以及破产概率局部解的渐近结果.
In this paper some properties about two classes of claim distributions,i, e. S(v) and S^*(v) (v 〉 0)classes,have been discussed. Then the asmptotic relationship and local asmptotic relationship for the ruin probability in classical risk model have been obtained under the claim distribution F ∈ S^*(v) (v〉0) and the adjustment coefficient does not exist.