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Ruin Probability in a Risk Model under Unexpected Random Heavy-tailed Claims
随机意外大灾风险模型的破产概率

Keywords: Ruin probabilityzz,Renewal risk modelzz,Heavy-tailed distributionzz,Generalized renewal risk modelzz
破产概率
,更新风险模型,重尾分布,广义更新风险模型

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Abstract:

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.

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