Compound Poisson Risk Model And Its Extension Model Of Ruin Probability

In applied mathematics, risk theory is an extremely important part, the operator can use it to analyze and predict the risk. Risk theory in insurance, securities and other financial industries are widely used. Theory is the theoretical core of bankruptcy risk, by estimating the probability of bankruptcy can measure the ability of insurance companies paid. More than one century ago, many scholars have made a theoretical study of probability of bankruptcy. With the growth of the insurance company, a simple insurance products can not meet people’s needs, according to this situation, this paper does the following work.There are five chapters in this thesis.The first chapter introduces the theory of classical risk model. The second chapter is below to prepare to use the theorem is given. On the basis of the classical Poisson risk model, insurance companies premium income is also seen as a Poisson process, establish a risk model double compound Poisson process in Chapter III. Chapter IV practice, taking into account the growth of the insurance needs of the people, the simple one insurance coverage extended to the two types of insurance, deduced the probability of bankruptcy of two insurance coverage double compound Poisson risk model expressions. Improved Chapter IV Chapter V, the introduction of constant interest to the model, the establishment of two insurance double compound Poisson risk model with constant interest rate under deduce the probability of bankruptcy two types of insurance premiums and claims are exponentially distributed individual expression type, as well as two types of insurance premiums is exponentially distributed, and individual claims are exponentially distributed, and mixed exponential distribution probability expressions bankruptcy case.