We consider continuous-time risk models with m -dependent claim sizes and constant interest rate. Under certain special conditions, we obtain the upper bound for the infinite-time ruin probability. Our approach is based on the martingale methods.

中文翻译：

---

具有恒定利息的风险模型的毁坏概率

我们考虑具有 m 相关索赔规模和恒定利率的连续时间风险模型。在某些特殊条件下，我们得到了无限时间毁灭概率的上界。我们的方法基于马丁格尔方法。