In this paper, we derive a closed-form expression of the tail probability of the aggregate discounted claims under homogeneous, non-homogeneous and mixed Poisson risk models with constant force of interest by using a general dependence structure between the inter-occurrence time and the claim sizes. This dependence structure is relevant since it is well known that under catastrophic or extreme events the inter-occurrence time and the claim severities are dependent.

中文翻译：

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同质、非同质和混合泊松风险模型下贴现总索赔的渐近尾概率

在本文中，我们通过使用发生时间和时间间隔之间的一般依赖结构，推导出具有恒定兴趣力的同质、非同质和混合泊松风险模型下总贴现索赔的尾部概率的闭式表达式。索赔尺寸。这种依赖结构是相关的，因为众所周知，在灾难性或极端事件下，发生间隔时间和索赔严重性是相关的。