中文摘要：

基于带Markov链利率的离散时问风险模型和Markov链将来利率与过去利率的独立性，假设个体净风险是重尾分布的，利用全概率公式和递推方法，得到该风险模型下有限时间破产概率的近似表达式,并在个体净风险是Pareto分布时,利用Matlab软件数值模拟近似值．

英文摘要：

Based on a discrete time risk model with Markov chain interest and a Markov chain reflecting the indepen- dence of future interest rates and the past rate, the individual net risk is heavy tailed that is presumed, the approxi- mate expressions of the finite time ruin probability in this risk model by the full probability formula and the recurrence method are obtained. When the distribution of individual net risk belongs to Pareto, numerical approximation by using the software MATLAB are presented.