A Research on Bidimensional Compound Poisson-Geometric Processes Risk Model with Interference

This paper investigates a bidimensional risk model with interference, in which the vectors of claim process and premium process are both compound Poisson-Geometric processes. Through martingale method and stopping time technique, we get the upper bound of the ruin probability. When the marginal of claim vector and premium vector follow bivariate FGM (Farlic-Gumbel-Morgenstern) class, we have discussed some properties of the upper bound.