Large Deviations and Finite Time Ruin Probability for PerturbedRisk Model with Variable Premium Rate
变保费率扰动风险模型的有限时间破产概率和大偏差

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.