Ruin Probability Of The Scattered Risk Model And Some Large Deviation Results

Risk theory model is important research content of insurance actuarial math-ematics and has already hundred years research history in abroad. Classical risktheory model mainly handles random risk model in insurance business. The modeldiscusses survival probability and ultimate ruin probability within limited time.Itdivides into continuous time model and scattered time model. We know,many doc-uments have investigated continuous time model,for example Lundberg inequalityand Gram e-Lundberg approximate formula.Then, Feller,Gerber and GordonE.Wilhnot obtained many better results by using random process theory method.Butthey research scattered time model fewer. Though some documents have researched,they concentrate in completely scattered compound binomial risk model. For ex-ample,Gordon E.Willmot[1] researches survival probability within limited time.InChina,Cheng Shixue and Wu Biao[2] research a fixed survival time n(n＞0),andgive a probability that surplus is x(x≥0) at time n. But fewer documents researchcommonly condition compound binomial risk model.Liu Xiangdong[3] by randomprocess proves: Equivalence of two discrete risk model.In this paper,based on thatwe research: commonly condition compound binomial risk model,double com-pound binomial risk model,a progress of ruin probability in the compound binomialrisk model,compound negative binomial risk model and double negative binomialrisk model.We inspect some character of them and obtain ruin probability wheninitial capitalμ＞0. Then, to some models, we have got some large deviationresults. This paper is divided into three chapters:Chapter 1 Prior knowledgeChapter 2 Research of scattered time modelChapter 3 Some large deviation results...