in this thesis, we construct several kinds of double-type risk models in view of the generalization of premiums income process, claims arrival process and the shortage of the classical risk models.
考虑到用单险种风险模型描述经营风险过程存在的局限性,同时对经典风险模型的保费收入过程及索赔到达过程进行推广,本文构造了几类双险种风险模型。