Research On Risk Model Of Composite Poisson Process With Interference

With the continuously deepened study of risk theory, the actual operation of the insurance company is hindered by a variety of uncertain factors. Therefore, some specialists attach the distractors to classical risk model in order to control the unpredictable revenue, expenditure. Compared with the classical model, the compound Poisson process is more consistent with the evaluation of modern ruin probability. As a result, the Poisson process risk model with distractor is gradually becoming the main model of the evaluation of ruin probability which is used by insurance companies and research scholars.This thesis is based on the research results of experts and scholars. It introduces the complex Poisson process risk model with distractors from three aspects in detail. In the third chapter, considering the interest rate component of multi-line risk model with investment, the profits are in line with the standard Brownian process, the premium collection is defined as constant interest rate, compensation numbers are in line with the Poisson process. In the forth chapter, we do research on the reinsurance model of the compound Poisson process. On the one hand, we get the link between the adjustment coefficient and the coefficient of reinsurance through verification, and then come to conclusion which is according with the ruin probability. On the other hand, the reinsurance process is used to spread the risk of aggregation, and help small and medium sized insurance companies reduce risk in order that corporations run smoothly and steadily. In the fifth chapter, we verify the significance of the risk model in the actual insurance companies by specific examples.