An Interfered Multi-line Risk Model of a Variable Ruin Limit

In recent years,the limit of ruin has been set as 0 in many literatures when studying ruin probability in risk models,while,in practical insurance businesses,the insurance company confronts ruin issue when its surplus process is lower than a certain limit.In view of this problem,this paper discusses the ruin probability of an interfered multi-line risk model on the assumption that its ruin limit is variable,and obtains the inequality and formula of the ruin probability by means of martingale approach.In the end,this paper presents the inequality and formulas of the probability of ruin in generalized risk model.