﻿ 具有相关理赔的二元负风险和模型的破产概率

# 具有相关理赔的二元负风险和模型的破产概率Ruin Probabilities for a Double Type-insurance Risk Model with Negative Risk Sums

Abstract: In this paper，we consider a double type-insurance risk model with negative risk sums. Correlation may exist among the two“claims”number process. We derive the integro-differential equation and the explicit expression for the ruin probablities.We also compare the ruin probabilities of this risk model with classical negative risk sums model and give the numerial illustration. The results obtained generalize the classical neg-tive risk sums model.

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