This paper considers a bidimensional renewal risk model with main claims and delayed claims. Concretely, suppose that an insurance company simultaneously operates two kinds of businesses. Each line of business separately triggers two types of claims. One type is the main claim and the other is the delayed claim occurring a little later than its main claim. Assuming that two kinds of main claims, as well as their corresponding delayed claims, are mutually independent and subexponential, an asymptotic formula for the finite-time ruin probability of this risk model is obtained as the initial surpluses tend to infinity. In addition, some simulation studies are also performed to check the accuracy of the obtained theoretical result.

本文考虑了具有主索赔和延迟索赔的二维续保风险模型。具体来说，假设一家保险公司同时经营两种业务。每个业务线分别触发两种类型的索赔。一种是主索赔，另一种是晚于主索赔发生的延迟索赔。假设两种主要债权及其对应的延迟债权相互独立且呈次指数关系，当初始盈余趋于无穷大时，得到该风险模型有限时间破产概率的渐近公式。此外，还进行了一些模拟研究来检验所获得的理论结果的准确性。