【摘要】 本文研究了具有随机保费以及稀疏结构的二元风险模型下的破产问题.通过对具有稀疏结构的风险模型进行转换,我们将模型简化为保费收入和理赔独立的风险模型.当理赔为"轻尾分布"时,通过鞅方法得到了破产概率的上界估计.理赔为重尾分布时,我们得到了一类重尾分布下破产概率的渐近估计.更多还原

【Abstract】 This mansuscript focuses on a kind of two-dimensional risk model with stochastic premium income and the model allows for dependence between premiums and claims. By Laplace transforms, we prove that the model proposed in this paper can be reduced into a kind of risk model with stochastic premium incomes, and the premium income is independent of the claim process.When the individual claims are the "light-tailed" case, an upper bound for ruin probability is derived by martingale approach. When the claims belong to a kind of heavy-tailed distribution, the asymptotic estimation for ruin probability is given when the initial surplus tends to infinity.更多还原