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《Acta Mathematica Scientia》 2007-04
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Large Deviations and Finite Time Ruin Probability for Perturbed Risk Model with Variable Premium Rate

Wei Xiao (School of Insurance,Central University of Finance and Economics,Beijing 100081) Yu Jinyou Hu Yijun (School of Mathematics and Statistics,Wuhan University,Wuhan 430072)  
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 Cramér-Lundberg type limiting results for the finite time ruin probability are also given.
【Fund】: 国家自然科学基金(70273029,10671149);; 国家教育部基金资助
【CateGory Index】: O211.9
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