本文研究了保费收入是复合Poisson过程,而理赔含有多个相关险种的风险过程,利用鞅方法.给出了这种推广情形下的Lundberg不等式.从而可以估计相应的破产概率.
In this paper, we,consider the risk model with premium of compound Poisson processes and correlated risk processes. Lundberg inequality of this sort of generalized model is given by applying martingale method, and the ruin probability may be estimated.