考虑索赔到达具有相依性的一类双险种风险模型,其中第一类险种的索赔计数过程为Poisson过程,第二类险种的索赔计数过程为其p-稀疏过程与广义Erlang(2)过程的和,利用更新论证得到了此风险模型的罚金折现期望函数满足的微积分方程及其Laplace变换的表达式.并就索赔额均服从指数分布的情形,给出了罚金函数及破产概率的精确表达式. Consider the claim reaching a dual insurance risk model with dependencies, in which the claims counting process of the first type of insurance is the Poisson process, and the claims counting process of the second type of insurance is the sum of its p-sparse process and the generalized Erlang (2) process , We obtain the calculus equation satisfied by the discounted penalty function of this risk model and the expression of its Laplace transform by using the renewal argument.The exact expression of the penalty function and the ruin probability formula.