研究了稀疏过程下多元相依风险模型在假定变破产下限的破产概率,其中索赔产生时依赖概率ρ的可能性同时产生一次续保,即续保过程是索赔的ρ-稀疏过程.运用鞅方法得到了当破产下限为某些特征函数时破产概率所满足的不等式或破产概率的具体表达式. We study the ruin probability of multivariate dependent risk model in the sparse process assuming the lower limit of bankruptcy, in which the possibility of relying on the probability ρ arises when the claim is generated, and a renewal renewal is generated at the same time, that is, the renewal renewal process is the ρ-sparse process of claim.Using the martingale method, The concrete expression of the inequality or bankruptcy probability that the ruin probability satisfies when the bankruptcy lower limit is certain eigenfunction.