The Ruin Problems Of Two Kinds Of Correlated Discrete Risk Model

At present, the study of ruin probability under correlated risk is becoming more and more important in risk areas.This thesis is devoted to the study of two kinds of correlated discrete risk model, it contains:Firstly, the discrete risk model with correlated claims is considered.Every mainclaim may produce two kinds of deputy claim and the occurrence of the first kind of deputy claim may be delayed.By means of auxiliary model,we obain the recursive formula of the joint distribution of the surplus immediately before ruin and deficit at ruin.Furthermore,the explicit expression for the probability is given when the initial surplus is zero.Finally,we show some numerical results according to the insurance case.Secondly,the model with correlated claims in which every claim can produce a deputy claim according to the amout of it is considered,the deputy claim may be delayed.By means of auxiliary model, we obain the recursive formula of the joint distribution of the surplus immediately before ruin and deficit at ruin.Furthermore,the explicit expression for the probability is given when the initial surplus is zero.Finally,we show some numerical results according to the insurance case.