Study Of Three Kinds Of Broken Probability Of Risk Model

Development of risk theory has been nearly a hundred years of history, back to become a hot finance and actuarial science. It takes advantage of the knowledge structure model of probability theory and stochastic processes, discussions and individual life insurance policies in the mathematical deviation from the random fluctuations, business development and effective operation of enterprises to provide a sound theoretical guarantee. Which is the core content of the theory of bankruptcy risk theory, put forward since 1903 Lundberg risk model and created a theory of bankruptcy since, many scholars of the insolvency theory a lot of research, especially in recent decades with the complexity of the insurance industry and thinning, the promotion of classical risk model more and more attention.This article is based on the classical risk model, combined with the actual operations of the insurance company, in turn gives the three types of risk model-dependent model to promote continuous, discrete and hybrid risk model to analyze the bankruptcy parameters these promotional models, the concrete expression of their probability of bankruptcy. Details are as follows:First, the theoretical risk of bankruptcy and current development theory are reviewed, the text introduces the relevant knowledge to use in the study after the probability and martingale theory.Secondly, based on the classical risk theory has been the result of changes in the distribution of the type and number of the corresponding risk model parameters were related to the promotion of continuous risk model parameters discussed promotion of bankruptcy and ruin probability model.Again to compound binomial risk model and compound negative binomial risk model, respectively binomial and negative binomial random sequences constant variable instead of the premium charged by the discrete risk model to promote, and obtain the parameters of the model and conditions ultimate expression of the ruin probability.Finally, the continuous and discrete risk model, the establishment of two hybrid risk model is more in line with the actual situation, and is derived by calculating the two models also got ruin probability expressions.