在考虑投资因素以及保费收入随机性的基础上研究了一类双险种风险模型,对此模型得到了最终破产概率的一般表达式,Lundberg不等式和破产概率的一个上界.
Considering two factors of investment and randomness of premium income,talk about a two-type insurance risk model.The general formula of the ruin probability for this model is given,a upper bound for the ruin probability is gotten.