This paper studies the deficit distribution at ruin by the distribution class of the claim-size distributions in a risk model with the Markov chain stochastic interest.

• 摘要应用损失赔付额分布函数的分布类的特性，在假设随机利率服从马尔可夫链的条件下，研究了风险模型中破产时刻赤字的分布函数和界值。