The Research On The Multi-line Risk Model

The independent condition plays an important role in the classical risk model. As a result of the constraints of the independent condition, the classical risk model is over-simple. In addition, the model ignores some factors such as interest rates, inflations, competitions and so on, which may be the random interferential factors. Moreover, premium rates are usually random variants, but not constants in the model. Consequently, the classical risk model does not meet the need of the practical operation of insurance companies. Considering these disadvantages of the classical risk model, we improve the model, and introduce homogeneous Compound Poisson process.Firstly, we discuss the ruin probability of an interfered dual-homogeneous Poisson process risk model under independent and correlated conditions, respectively. Next, we study the ruin probability of the model, which consists of an interfered homogeneous Poisson process risk model and an interfered generalized Poisson process risk model, under independent and correlated conditions, respectively. Meanwhile, we change the correlated model into the independent one. Finally, as a generalization of interfered dual-homogeneous Poisson process risk model, we establish interfered multi-risk homogeneous Poisson process risk model, and also get the ruin probability of this model.