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中文摘要：
本文考虑复合二项风险模型破产概率问题，首先通过研究Gerber-Shiu折现惩罚函规运用概率论的分析方法得到了其所满足的瑕疵更新方程，再结合离散更新方程理论研究了其渐近性质，最后，运用概率母函数的方法得到了与经典的Gramér-Lundberg模型类似的破产概率Pollazek-Khinchin公式．
英文摘要：
In the paper we studied uses the the Gerber-Shiu discount penalty function in compound binominal model. The first main result is the defective renewal equation which the Gerber-Shiu discount penalty function is satisfied and the asymptotic relationship of the Gerber-Shiu discount penalty function based on the renewal theory. The second main result is Pollazek-Khinchin formula of ruin probability, which is similar to the classic Poisson risk model through using the probability moment generation function.
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