The Research Of Actuarial Variables On A Kind Of Interfered Two-Compound Poisson-Geometric Risk Model

With the development of the financial insurance industry,the objective factors that affect the financial industry are becoming more and more complex.In consideration of reinvestment,random disturbance and the fact that insurance premiums and claims may not be equal,the compound Poisson-Geometric risk model is further promoted,and the related actuarial variables of the promoted compound risk model is researched.the specific contents are as follows:Establishing the risk model with interference in which both premium income and claim numbers are subject to compound Poisson-Geometric process,Through analyzing the knowledeg of martingale theory,the moment when the surplus reaches a given level for the first time is studied.At the same time,the survival probability,Gerber-shiu discounted penalty function and early-warning region of the model are studied by the full expectation formula,and the integral-differential equation satisfying the corresponding actuarial variable is obtained.Considering the bonus boundary,On the basis of the risk model established in the third chapter,Using the Strong Markov property of the surplus process and the full expectation formula,the integral differential equations of the expectation,the moment generating function,nth-order moments and Gerber-Shiu discounted penalty function of the present value of the dividend payment are studied.