摘要： The recursive formulas of the probabilities relate to some actuarial values in a time discrete interaction compound binomial risk model with a stochastic income process and time-correlated claims are derived. In this model, there are two classes of distribution of claims and allow the by-claims to delay.
The stochastic income process is also a compound binomial process. In a fixed time horizon, the probabilities that relate to the number of main claims occurred, the length of the longest continuous time periods of no claim, the length of the shortest continuous time periods of no claim, and the number of the continuous time periods of no claim are considered.