Aiming at the risk value of normal distribution and the formula of stop-loss premiums, analytical expressions for risk value and stop-loss premiums of sums of independent random variables are given.

针对正态分布的风险值及停止损失保费问题，并给出了一般情形下封闭式集合风险模型的风险值及停止损失保费的计算方法。

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Until now, all the results on central limit theorems under sublinear expectations require that the sequence of random variables is independent and identically distributed.

本文的目的是探究次线性期望理论中一个重要的结果：中心极限定理。

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