中文摘要：

研究一类利率为二阶自回归相依结构离散时间风险模型的破产概率.在总资本净损失与利率相对独立的情形下,利用递推方法得到了最终时间破产概率的Lundberg型上界,所得结果部分地推广了古典风险模型及其现有部分结果.

英文摘要：

This paper investigated the ruin probability of a discrete-time risk model under interest rates with autoregressive structure of order 2. The net loss of total capital and interest rates were assumed to be independent, and then the Lundberg upper bound of the final time ruin probability was derived by recursive method, which showed that the established bound extended the classical risk model and partial existing results.