简介：AMarkovianriskprocessisconsideredinthispaper,whichisthegener-alizationoftheclassicalriskmodel.ItisproperthatariskprocesswithlargeclaimsismodelledastheMarkovianriskmodel.Insuchamodel,theoccurrenceofclaimsisdescribedbyapointprocess{N(t)}_(t≥0)withN(t)beingthenumberofjumpsduringtheinterval(0,t]foraMarkovjumpprocess.TheruinprobabilityΨ(u)ofacompanyfacingsuchariskmodelismainlystudied.AnintegralequationsatisfiedbytheruinprobabilityfunctionΨ(u)isobtainedandtheboundsfortheconvergencerateoftheruinprobabilityΨ(u)aregivenbyusingageneralizedrenewaltechniquedevelopedinthepaper.
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