讨论了一类双险种风险模型。其中保费到达过程和索赔到达过程是相互独立的,且索赔过程均为广义复合Poisson过程.得到了最终破产概率的一般表达式和破产概率的一个上界估计.
Some properties for a double type-insurance risk model are considered, where the claim and policies number processes are independent, and the claim processes are generalized compound Poisson processes. A general formula of the ruin probability for this model is given, and a upper bound for the ruin probability is got.