| With the rapid development of the risk theory, people are deeper and extensiver in study on bankrupt probability of insurance company. Nowadays, risk theory is one of the hot issues in how the ruin probability are insurance company asymptotic estimation. Lots of scholars get the bankruptcy-probability about the insurance-company through building risk model under the certain finance. So the results can give the insurance-company some advice about managing company.In this paper, we investigate ruin problem over the random intervals for the risk model with negatively dependent (ND) claims and constant interest force. Basing the many kinds of insrance–company, this paper has set up one such risk model, the earnings from the insurance-money into initial capital and getting the money from the insurance-money, so the model to is better. Also, Apply the expected companies and clip forced theorem are obtained from the model in random time ruin probability incremental expressions.Finally , when deal with the result , we suppose the time obeys the index distributed , analyse the relation between random-time and limited-time ,then the general result of bankrupt probability turn into a special situation.This paper also of negative dependent claim conditions with constant interest rate risk model made promotion, research in a compound poisson model claim amount distribution situation. Among them the insurance company source of income still is insurance company preliminary reserve and premium income, in this model will not consider money for other part of investment, also did not consider premium rates factors. Apply the expectations formula and clamping force theorem is concluded that the model in the limited time on the ruin probability, using integral theorem unexpectedly and roll out this model in infinite time ruin probability that the ultimate ruin probability and random time ruin probability. Finally, when random time obeys index distribution, give a specific ruin probability are obtained. |
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