The Further Study Of Ruin Theory

Ruin theory is the core of risk theory. Recently, the ruin theory research has developed extremely fast, and the calculation of ruin probability is considered to be the key question. There are more and more studies of them in our country. This paper discusses kinds of improved models, and studies the ruin models after reinsurance.Firstly, the background and the basic theories of this thesis are introduced. They play a basic role in the full text.Secondly, the classical Lundberg Cramer ruin model is introduced, and several ruin models are discussed, such as improving claim process from Poisson process to renewal process, improving premium income process to compound Poisson process and on their basis considering disturbance, then the approximate model is studied, at last we obtain the equation of ruin probability in the condition of random interest rate. Here every possible improved aspect has been considered, so the ruin probability we obtain is more close to the reality.Finally, we introduce the relevant knowledge about reinsurance, then discuss the ruin models of both insurance agent and reinsurance agent and the special ruin model whose claims are exponential distribution, then we also consider the ruin model in constant interest rate and random interest rate and obtain the equation of ruin probability.