The paper presents a renewal risk model. Under the assumption that the claim size is heavy-tailed, when the claim size distribution satisfies a certain condition, we get the same tail equivalence relationship of rain probability as in the classic risk model.
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彭丹 刘东海.关于更新风险模型破产概率的尾等价式的一个结果[J].华东交通大学学报,2005,(5):142-143,157. . A Tail Equivalence Relationship of Ruin Probability in Renewal Risk Model[J]. JOURNAL OF EAST CHINA JIAOTONG UNIVERSTTY,2005,(5):142-143,157