研究了重尾索赔下保费收取随机化且带常利率的风险模型,假定索赔计数过程为Poisson过程、保费到达过程为一般普通更新过程且索赔分布属于S族,利用概率论知识及随机过程的方法,得出了该模型在t时刻盈余为负的概率渐近等价式;然后在模型中令常利率δ=0,讨论得到当索赔属于L(﹡m)族时,此模型在有限时间(0,t]内破产概率的渐近表达式.%The risk model of stochastic premium with constant interest force under heavy-tailed claims is studied. It is assumed that the claim number process is poisson process and premium-arrival process is ordinary renewal process,meanwhile the loss distribution belongs to the class S. By using probability theory and the methods of stochastic process,an asymptotic equivalent form of probability that negative earnings at the time t is obtained. Then let be constant interest forceδ=0 in the risk model,when the loss distribution belongs to the family of L﹡(m),another asymptotic equivalent form of ruin probability in the limited time(0,t]is obtained.
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