The finite time ruin probability of renewal risk model with risky investment and large claims was considered. In this model, when the claim size distribution belonged to class L and class D , we analysed the asymptotic behavior of insurance company’s ruin probability under large individual claims and obtained the asymptotic formula of finite time ruin probability.
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吴贤君. 风险投资和大额索赔下有限时间破产概率[J]. 科学技术与工程, 2012, 12(12): . wuxianjun. Finite time ruin probability with risky investment and large claims[J]. Science Technology and Engineering,2012,12(12).