Using the notion of martingale, the paper obtains the ultimate ruin probability and the distributions of the first and the last arrival time of a given level.
利用鞅的概念，得到了该模型下的最终破产概率、盈余首次和末次达到给定水平时刻的分布。
Coupled Volterra type integral equation systems for ultimate ruin probability, severity of ruin and joint distribution of surplus before and after ruin are also obtained.
对于毕竟破产概率，结合维他里型积分方程系统，得到了破产的严重性以及破产前和后的剩余额的联合分布。
The trinomial distribution risk model in discrete setting is explored . The probability of ultimate ruin and the probability laws of the surplus immediately before ruin are discussed with emphasis.
本文探讨了离散的三项分布风险模型，重点研究了与风险有关的最终破产概率和破产前一刻的盈余的概率律。
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