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中文摘要：
本文考虑了带多阈值两类索赔到达风险模型，在假定两类索赔到达过程均为phase-type分布时，建立了期望折现罚函数所满足的积分一微分方程．并通过拉普拉斯变换讨论了方程的解．
英文摘要：
In this paper, we consider two independent classes of risk models under multiple thresholds in which both of the two inter-claim times have phase-type distributions. We ob- tain the integro-differential equations with boundary conditions for the expected discounted penalty function. Last, we discuss the solutions through Laplace transforms.
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