We obtain a theorem with their ruin probabilities and obtain its upper bound by using martingale method.The conclusion provide the decision-making basis for the operations of insurance companies.

• 运用鞅论的方法给出了关于它们破产概率的一个定理，并推导出了相应风险模型的破产概率的上界，为保险公司的运营提供了决策依据。