关键词: 双险种风险模型, 精细大偏差, 随机和, 重尾分布

Abstract:

A perturbed risk model for twotyperisk insurance was investigated. The precise large deviation for the claim surplus
 process of this risk model was obtained by means of some relative theories in analysis and probability theory when the claim process was a nonnegative intervalued process and the distributions of heavytailed claims belonged to the class

Key words: risk model for twotyperisk insurance, precise large deviation, random sums, heavytailed distribution