1.
文章名：Ultimate ruin probability for a time-series risk model with dependent classes of insurance business..
作者：Wan,L.M.,  Yuen,K.C.,  Li,W.K.
期刊：Journal of Actuarial Practice ,2005,12 , 193-214.




2.
文章名：On the probability of ruin in an autoregressive model
作者：Gerber.H.U.
期刊：Bulletin of the Association of Swiss Actuaries ,1981,77,131-141

非常感谢！