The Research On The Ruin Probability With Two Types Of Reinsurance Risk Models

With the development of society and people's awareness enhance of insurance, the scale of insurance companies ,the kinds of insurance business and risk are growing at the same time. Therefore, the study of risk theory has been an important core content of the insurance mathematics. An important topic of risk theory is to study the probability of ruin that the insurance companies could face. The ruin probability has become an important indicator of the evaluate solvency of insurance companies , a quantitative criteria to control risk for the insurance companies. While the research on ruin theory and related issues of business can provide a very useful warning tool for decision-makers, which has an important theoretical and practical significance.In this paper, two types of reinsurance risk model for the probability of ruin are studied- the ruin with a minimum of interference and varying the reinsurance risk model for the probability of ruin. It includes the two types of model of single-and multi-line insurance and the risk models dependent ruin probability, and gives out of the reinsurance risk model perturbed by a single insurance when the claim for the special circumstances, the distribution of the ruin probability expression is verified by numerical calculation; and gives out the expression of ruin probability when variable ruin limit of reinsurance risk model meets certain function.The idea of this paper taking the classical risk model as a starting point is to make the risk model more in line with the actual situation which discussed according to the actual situation faced.