AI 中文总结
本文针对Levy投资下具有随机大小簇的相依索赔二元风险模型，推导了有限时域尾部及破产概率的渐近公式，并给出了两条业务线破产、同时破产及至少一条线破产的渐近结果。
AI 中文摘要
本文研究了在Levy投资下，具有随机大小簇的相依主索赔和延迟索赔模型的有限时域尾部及破产渐近性。在长尾、主导变化索赔分布、簇内条件均匀加权Ko-Tang条件以及矩条件下，推导了折现总索赔和破产概率的单变量渐近性。对于共享更新到达但具有独立索赔标记和Levy过程的两个业务线，在阈值发散时建立了边际和联合尾部渐近性，且不限制其比率。结果提供了两条线破产、同时破产以及至少一条线破产的渐近公式。
英文摘要
This paper investigates finite-horizon tail and ruin asymptotics for models with random-size clusters of dependent main and delayed claims under Levy investments. Under long-tailed, dominatedly varying claim distributions, a conditional, uniformly weighted Ko-Tang condition within clusters, and moment conditions, univariate asymptotics are derived for discounted aggregate claims and ruin probabilities. For two business lines sharing renewal arrivals but having independent claim marks and Levy processes, marginal and joint tail asymptotics are established as thresholds diverge, without restricting their ratio. Results provide asymptotic formulas for ruin in both lines, simultaneous ruin, and ruin in at least one line.
CommentsAt the supervisor's request, we would like to withdraw this preprint (arXiv:2609.11256). The manuscript was made publicly available before completion of the necessary internal review process. We apologize for any inconvenience and appreciate your understanding
