| 1. | The main conclusions are : the ruin probability of the risk process is increasing according to the relativity of the classes ; and with the initial surplus increasing , the influence of the relativity to the ruin probability is increasing 主要结论为:随着类之间的相关度增加,则相应的风险过程的破产概率也随着增大,且随着初始盈余的的增大,相关性对破产概率的影响也越来越显著。 |