The Unity Expression Of Ruin Probabilities In The Classical Risk Theory

In this dissertation we mainly study the following contents. We obtain the unity expression of ruin probability in the finite time for the the classical risk theory, we alsostudy the model U(t) = where N₁(t) is dependent with N₂(t) .This dissertation includes four chapters. First, we introduce the development of the risk theory. A brief review of the theory of ruin, the main questions and the results disscued in the paper are given in the second chapter. In the third ,we mainly give the unity expression of ruin probability in the finite time for the classical risk theory. In the last chapter we study a kind of ruin probabilities with heavy tail.For the modelU(t) = , where N₁(t) stands for the number of premium rate andN₂(t)stands for the claim number until time t. N₁(t) is dependent with N₂(t).In this paper,we assume the following: {N₁(t): t ≥ 0} is a Poisson process with intensity λ , N₂(t) â–¡B(k,p) , X₁, X₂, …X_n and Y₁,Y₂,…Y_n are i.i.d., {X₁, X₂,…} is dependent with {Y₁, Y₂,…}, F(y) ∈ R_ρ.we discuss the simple nature of this model.