本文讨论了具有两个到达过程的更新模型,在只要求点间间距的分布是绝对连续的简单条件下,利用鞅的乘积性质,得到了最终破产概率和有限时间破产概率的—个上界.
In this paper a renewal model with two independent arrival processes was considered. Under the only condition of that the distribution of inter-occurence time is absolutely continuouse, with the help of product of two martingales, up-bounds of ultimate ruin probabilities and finite time ruin founction are obtained.