摘要
用鞅方法对理赔额分布为病态情形的经典风险过程进行了讨论 ,求出了相应的Lundberg指数 。
In this paper,it is studied that the Lundberg exponent of the classical risk processes with a pathological claim's distribution by the martingale approach.We prove that the Lundberg exponent exists and the Lundberg inequality on the ruin probability is held in this case.
