研究了当保费率随理赔强度的变化而变化时C ox风险模型的折现罚金函数,利用后向差分法得到了折现罚金函数所满足的积分方程,进而得到了破产概率,破产前瞬时盈余、破产时赤字的各阶矩所满足的积分方程.最后给出当理赔额服从指数分布,理赔强度为两状态的马氏过程时破产概率的拉普拉斯变换,对一些具体数值计算出了破产概率的表达式. The discounted penalty function of Cox risk model is studied when the premium rate changes with the variation of claims strength. The integral equation satisfied by the discounted penalty function is obtained by the backward difference method, and then the ruin probability, instantaneous surplus before bankruptcy , The integral equation satisfied by each moment of deficit at the time of bankruptcy.Finally, we give the Laplace transform of the ruin probability when the claim is subject to the Markovian process with exponential distribution and claim intensity as two states, The expression of ruin probability.