考虑一类基于客户到来的复合负二项风险模型.当索赔额的分布延拓负相依且属于重尾分布中的一致变化类时,得到了该模型的索赔盈利过程的精确大偏差和破产概率的相关结论,推广了相关文献中的结论.%The author consider a compound negative binomial risk model based on customer-arrival,when the customer's potential claims belong to the consistently varying classes and are extended negatively dependent,we obtain the precise large deviations of the prospective loss process and the relation results of the ruin probability in this model,our results extend the relation results in the related references.
展开▼