Catastrophic Risk Based On The Randomness Of The Surplus Value Of The Insurance Company To Amend

With the "5 ? 12" Wenchuan earthquake occurred, a "social stabilizer" of the insurance industry seemed to shock even greater lack of catastrophe insurance mechanism so that the embarrassing situation both inside and outside the insurance industry's elite have published an article calling for the establishment of Catastrophe insurance system can be described as benevolent see benevolence, the wise see wisdom, the vast majority of the article is the establishment of catastrophe insurance from the perspective of the importance and urgency of the discussion, or implementation of methods and systems from the point of view.In the insurance company account executive, the risk theory, loses the distribution, the earnings process, the bankrupt theory and so on continuously in the very important status, how should to the great disaster risk, very essential found the reasonable mathematical foundation.The this article main purpose was studies the most pasts has not contained the stochastic bankrupt risk as well as the association bankrupt cost includes the consideration, extracted under the great disaster risk produces the dangerous company the reasonable earnings value, if because has not shifted to an earlier time the bankruptcy and the great disaster risk includes the appraisal pattern, possibly could create the earnings value overestimation, but if neglected in the great disaster risk the system risk ingredient possibly to create the earnings value to overestimate largely.Our pattern may demonstrate the past studied the part which possible wrong to estimate.In the article analyzed also contains has been producing the danger industry common different great disaster to attack the assignment, as well as non-systematic and systematic great disaster risk result.We may obtain the analysis solution and the numerical solution separately under the different supposition, we analyze the result has the potential to be possible to substitute for the traditional western-style option to become the more realistic appraisal pattern, for establishes the great disaster issurance system to build the foundation as soon as possible from the mathematical angle...