研究了一类离散双险种风险模型,对此模型得到了最终破产概率的一般表达式,Lundberg不等式,及当险种Ⅱ的保费收取随机序列与两险种的个体索赔额均服从指数分布时的有限时间破产概率的上界估计.
In this paper, we consider a discrete-time risk model. The formulas of ultimate ruin probability and Ltmdberg equality for this model are obtained. An example of one class of the premium received and the amounts of claims for three different exponential distributions is given.