索赔到达受同一马氏链调制的双险种风险模型

A two-type insurance risk model with the occurrence of claims described by a markov jump process

研究了一类理赔到达受同一马氏跳过程调制的双险种风险模型,得到了其条件破产概率及最终破产概率的积分方程.

A two-type claims risk model was discussed, where the occurrence of the two type claims described by a markov jump process. The intergral equations of the conditonal ruin probabilty and the infinite ruin probability are abtained.