一类相依风险模型的破产概率

Ruin probabilities in a class of dependent risk models

对经典风险模型推广至一种相依的结构,索赔产生时以概率P的可能性同时产生一次续保,对此模型,得到了最终破产概率的一般表达式和破产概率的一个上界估计。

In this paper, the classical risk model is extended to a dependent structure, in which the claim may produce renewable insurance with possibility of probability P at the same time. According to this model, the general expression for ultimate ruin probability is given and an upper bound for the ruin probability is got.