【摘要】 本文研究了二维Poisson-Geometric风险模型，理赔过程为稀疏相依的。利用概率论中的全概率方法，得出了满足于此二维风险模型生存概率的偏积分微分方程。利用这个二维风险模型的强马尔科夫性，得到了一个使得该模型生存函数导数连续的充分条件。更多还原

【Abstract】 This paper studies the two-dimensional Poisson-Geometric risk model, the claims process is sparse dependent. By using the total probability method in probability theory, the partial integral differential equation satisfying the survival probability of the two-dimensional risk model is obtained. Take advantage of the strong markov property of two-dimensional risk model, a sufficient condition is obtained to make the derivative of the survival function continuous.更多还原