其他摘要：In this paper，we consider a double type-insurance risk model with negative risk sums. Correlation may exist among the two“claims”number process. We derive the integro-differential equation and the explicit expression for the ruin probablities.We also compare the ruin probabilities of this risk model with classical negative risk sums model and give the numerial illustration. The results obtained generalize the classical neg-tive risk sums model.
关键词：相关;负风险和;破产概率
其他关键词：Correlated Aggregate Claims; Negative Risk Sums; Ruin Probability
