摘要
Weconsideradiscretetimeriskmodelinwhichthenetpayout(insurancerisk){Xk,k=1,2,···}areassumedtotakerealvaluesandbelongtotheheavy-tailedclassL∩Dandthediscountfactors(financialrisk){Yk,k=1,2,···}concentrateon[θ,L],where0
<θ<1,l<∞,{xk,k=1,2,···},and{yk,k=1,2,···}areassumedtobemutuallyindependent.weinvestigatetheasymptoticbehavioroftheruinprobabilitywithinafinitetimehorizonastheinitialcapitaltendstoinfinity,andfigureoutthattheconvergenceholdsuniformlyforalln≥1,whichisdifferentfromtangqhandtsitsiashvilig(advapplprob,2004,36:1278–1299). < span>
出版日期
2010年03月13日（中国Betway体育网页登陆平台首次上网日期，不代表论文的发表时间）
