由于经典风险模型及其拓展模型的局限性,因而构造了一种带利息力的随机双险种风险模型,并且获得了初始资产为u时生存概率满足的积分方程,以及初始资产为0时生存概率的表达式.
There are some limitations to the classical risk model and other generalized risk models,so a stochastic double type-insurance risk model with constant interest force is constructed. The integral equation satisfying the non-ruin probability with initial reserve u and the expression of non-ruin probability with zero initial reserve are obtained.