The Ruin Probability Of The Delayed Renewal Risk Model With Constant Interest

This paper mainly studies the ruin probability of the delayed renewal risk model and the generalized delay renewal risk model, with constant interest force and negatively dependent heavy-tailed claims. This dissertation divides three chapters. As follows are main contents.First chapter is the introduction, which introduces the main ideas of bankruptcy theory and the paper research background. Related knowledge is also involved, such as, the purpose, meaning and heavy tail distribution, risk model and so on.In the second chapter, we investigate the ruin probability of the delayed renewal risk model with constant interest force. In this model the claims are negatively dependent and nonnegative random variables with common distribution function. And we obtain a simple asymptotic formula for the ruin probability, extending Kong, F.C., and Zong, G.F., (2008)[35] non-standard compound Poisson model to delayed renewal risk model.In the third chapter, under the situation of improving claim time-gap distribution, we obtain the new model namely generalized delay renewal risk model. And we obtain an asymptotic ruin probability of the individual claim sizes with a common distribution F belonging to S. We also get the asymptotic ruin probability of the negatively dependent claim sizes with a common distribution F belonging toL∩D.This extend Wang(2008[36])and second chapter conclusion to generalized delayed renewal risk model, which is a more realistic theory of ruin...