出版社：Institute for Operations Research and the Management Sciences (INFORMS), Applied Probability Society
摘要：In this paper we consider a compound Poisson risk model withregularly varying claim sizes. For this model in [4] an asymptoticformula for the finite time ruin probability is provided when the timeis scaled by the mean excess function. In this paper we derive the rateof convergence for this finite time ruin probability when the claimsare regularly varying with a finite second moment
