Several Types Of Non-homogeneous Compound Poisson Risk Model

The classical risk model and most of the generalized are on only onetype of insurance and claim occurrences relate to Poisson processeswithout other captical function such as time value of capital and yield.That is limit in the practicality. In this thesis, we consider the risk modethat the claim occurrences is compound nonhomogeneous Poissonprocess and the influence of stochastic diffusion to the finite time ruinprobability. Moreover, we promote the one type-insurance compoundnonhomogeneous Poisson risk model, and we consider the doubletype-insurance compound nonhomogeneous Poisson risk model whosepremium is a stochastic process. In this thesis, we consider several kindsof compound nonhomogeneous Poisson risk model.In chapter 1, we introduce the object matter and development statusof the research of risk theory both here and abroad at present, andintroduce the backgroundelementary knowledge that will be used in thisthesis.In chapter 2, we introduce the one type-insurance compoundnonhomogeneouse Poisson risk model. Then, we give integral expressionfor finite time survival probability and get the upper limit of finite timeruin probability.In chapter 3, we discuss the one type-insurance compoundnonhomogeneouse Poisson risk model and get the upper limit of finitetime ruin probability. In chapter 4, we consider the two type- insurance compoundnonhomogeneouse Poisson risk model and give expression for the upperlimit of finite time ruin probability.In chapter 5, we introduce the stochastic diffusion, and discuss thetwo type- insurance compound nonhomogeneouse Poisson risk modelwith stochastic diffusion and get the upper limit of finite time ruinprobability.In chapter 6, we introduce the stochastic diffusion and discuss themultitype-insurance compound nonhomogeneouse Poisson risk modelwith stochastic diffusion and get the upper limit of finite time ruinprobability.