The Risk Model In The Rate Of Interest And Interest Force

In the market-oriented economy, all activities included insurance industry are being affected by interest rate. Except that, insurance is a risky activity, so Insurance Companies are concerned more about how to avoid risks and stable operation. As a result, scholars are increasingly exploring more realistic models, so as to provide a theoretical basis for the insurance company.In this text ,I built three models based on the economic development and the status of multi-line insurance, and consider the constant interest rates and the inflation rate .The first model is to consider the constant rate and constant rate of inflation, the premium and claims are confined to passion process, and the upper bound of the ruin probability by martingale approaches and the bound of lundberg were obtained.The second model is based on the first model, considering the double-type-insurance. the claims are confined to passion process and negative binomial process. And the ruin probability are obtain.The third model is based on the first two models, the claim and the premium are both impacted by the force of interest, then the upper bound of the ruin probability by martingale approaches was obtained.