目前解决这一问题的主要方法是动态规划和鞅方法。

At present, the main way to solve this problem is dynamic programming method and martingale method.

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建立了半鞅向量随机积分的一个结果，能方便处理可料过程在向量随机积分意义下对半鞅的分解随可料过程不同而不同的问题。

It establishes a result which can be easily applied to the problem derived from the different predictable process in the decomposition of semimartingales in the sense of vector stochastic integrals.

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并利用鞅的方法讨论了这类风险模型的破产问题。

Then we will use martingale approach to discuss the ruin problem of these two types of risk models.

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