%0 Journal Article
%T Ruin Probability in a Risk Model under Unexpected Random Heavy-tailed Claims<br>随机意外大灾风险模型的破产概率
%A BI Xiu-Chun
%A ZHANG Shu-Guang
%A <br>毕秀春
%A 张曙光
%J 数学物理学报(A辑)
%D 2012
%I 
%X This paper sets up a generalized renewal risk model based on zhe reality of existing unexpected heavy-tailed claims and gives tail equivalence relationship for the ruin probability, which indicates that unexpected heavy-tailed claims can result in ruin.
%K Ruin probabilityzz
%K Renewal risk modelzz
%K Heavy-tailed distributionzz
%K Generalized renewal risk modelzz<br>破产概率
%K 更新风险模型
%K 重尾分布
%K 广义更新风险模型
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=4DB553CDB5F521D8C921082E5C95EC80&aid=46DBF3E8FC2736F0AB200FA90DE2EDBA&yid=99E9153A83D4CB11&vid=9971A5E270697F23&iid=0B39A22176CE99FB&sid=4290346F7268639E&eid=30897FA31CA3354D&journal_id=1003-3998&journal_name=数学物理学报(A辑)&referenced_num=0&reference_num=0