The Multiple Line Risk Whose Premium Is A Stochastic Process

Risk theory ,as a part of injsurance or actuarial ,deals with stochastic models of an insurance business and studies the probability of ruin .With continuously expanding of the risk operation size from insurance companies ,there is a limitation to the classical risk model and other generalized risk model.In this article ,The generalized risk improved with the multiple line risk that add risk process and generalized Poisson process. By the method of martingale and chebychev inequality wo prove the Lundberg inequality and formula on the ruin probability.