%0 Journal Article
%T Large Deviations and Finite Time Ruin Probability for PerturbedRisk Model with Variable Premium Rate<br>变保费率扰动风险模型的有限时间破产概率和大偏差
%A Wei Xiao
%A Yu Jinyou
%A Hu Yijun
%A <br>韦晓
%A 于金酉
%A 胡亦钧
%J 数学物理学报(A辑)
%D 2007
%I 
%X In this paper, the authors consider a perturbed risk model with variable premium rate and heavy-tailed claims. The precise large deviation for the claim surplus process of this risk model is obtained. The Cramer-Lundberg type limiting results for the finite time ruin probability are also given.
%K Variable premium rate
%K Brownian Motion
%K Perturbed risk model
%K Precise large deviation
%K Ruin probability<br>变保费率
%K 布朗运动
%K 扰动风险模型
%K 精细大偏差
%K 破产概率.
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=4DB553CDB5F521D8C921082E5C95EC80&aid=45E56ED9809BC6FFE1BA07FCDBB94838&yid=A732AF04DDA03BB3&vid=DB817633AA4F79B9&iid=E158A972A605785F&sid=984BD2F4D19B9D1C&eid=F8AEC975DBDD7F2F&journal_id=1003-3998&journal_name=数学物理学报(A辑)&referenced_num=0&reference_num=17