Ruin probability of double compound binomial risk model

Under the stochastic interest rate, the insurance policies and investment returns were bivariate discrete risk model with random variables, stochastic investment yields under the double binomial risk model, and the general formula was gottenfor the ruin probability Ψ(u) when the initial reserve was u=U(0) in certain special circumstances which not only strengthened the reality description ability of the model, and had more practical meaning to promote stable operation of the insurance company, the insurance company insolvency probability study.