This paper considers a generalized bidimensional continuous-time risk model with heavy-tailed claims and Brownian perturbations. In this model, the claim sizes from different lines of business are tail asymptotically independent, while the claim-number processes from different lines of business are arbitrarily dependent. Under some moment conditions on the claim-number processes, an asymptotic formula is established for the finite-time ruin probability defined as the probability that the aggregate surplus process goes below zero over the time horizon $[0,t]$. The asymptotics holds uniformly for t in some kind of interval. The moment conditions on the claim-number processes are automatically satisfied when the claim-number processes are renewal counting processes. The obtained results confirm that the Brownian perturbations have no influence on the asymptotics of the ruin probability under consideration.

本文考虑具有重尾索赔和布朗扰动的广义二维连续时间风险模型。在此模型中，来自不同行业的索赔数量是渐近独立的，而来自不同行业的索赔数量过程则是任意相关的。在索赔数量过程的某些时刻条件下，为有限时间破坏概率建立一个渐近公式，该概率定义为时间范围内总剩余过程低于零的概率$[0，Ť]$。渐近线在某种间隔内均匀地保持t。当权利要求编号过程是续展计数过程时，将自动满足权利要求编号过程的时刻条件。所得结果证实布朗扰动对所考虑的破产概率的渐近性没有影响。