索赔次数服从泊松负二项分布的风险模型的破产概率

In this paper, the ruin probability of the risk model with refunding and stochastic return on investment is studied, where the claim numbers are PNB distribution and the refunding numbers as the p-thinning process of the charge of premium. The Lundberg inequality and the formula of the ruin probability of this model is given by the martingale theory, the equation of accommodation coefficient is also given when the claim amounts are exponentially distribution..