Ruin probability based on several categories of discrete-time bivariate risk models and comparison between them

The discrete-time dual Poisson model was extended to the case of double-risk and based on the independent and dependent structures of the double-risk,three-category risk process were driven and then transformed into the dual Poisson model with one risk.Next,the numerical solutions of the finite-time ruin probability were given.Finally,it was proved that the discrete-time dual Poisson model satisfied the Lundberg inequality and the adjustment coefficients of the three-category process were compared to each other.