In this paper we consider the large deviations for random sums S(t)=∑N(t)i=1Xi, t≥0, where ｛Xn, n≥1｝ are independent, i......

研究了非齐次泊松风险模型和带随机收益的更新风险模型中的有限时间的破产概率。当初始资本趋近于无穷大，在索赔额服从亚指数分布时......