经典的破产模型是假定保险公司按单位时间常数速率收取保单,并且由复合Poisson过程来确定索赔额。本文将同时把收取保单和索赔的过程分别推广为复合Poisson过程与广义复合Poisson过程,并计算在这种模型下的破产概率,使得在新模型下的风险计算更具实际指导意义。 The classic bankruptcy model assumes that insurers charge a policy at a constant rate per unit time, and that a compound Poisson process determines the amount of the claim. In this paper, we will popularize the process of collecting policy and claim respectively as compound Poisson process and generalized complex Poisson process, and calculate the ruin probability in this model, which makes the calculation of risk under the new model more practical and instructive.