With Interest Rate And The Dependency Of The Probability Of Bankruptcy Case

The core question of the ruin theory is the ruin probability. One hot question is the estimate for the probability of ruin, the other is the asymptotic estimate for the probability of ruin within finite time was obtained. The classical model is usually investigated without the effect of the interest force, but the interest force is an important factor for the insurance company in actual economic environment. In this paper, we investigate the finite time ruin probability and the asymptotic estimate for the ruin probability of the renewal model with interest force.In this model the claim sizes form a sequence of identically distributed random variables with heavy tailed distribution function.Chapter 1. Introduce the context of risk theory, insurance and insurance actuary.Chapter 2. Introduce the definition of heavy-tailed distribution, several important dis-tribution group and the relation among of them.Furthermore introduce the inequality of the risk model with constant interestChapter 3. Study the ruin probability of a Poisson risk model with constant interest and the claims negative dependent. When the claims are negative dependent and obey the identical distribution F∈L∩D,we obtain the asymptotic expression of ruin probability in finite timeChapter 4. Consider the ruin probability for a risk model with interest when the claims are dependent.We study the asymptotic problem of finite time ruin probability under a special condition.We extend the former study of this problem.Chapter 5. Study the ruin probability for the risk model when the claims obey the same distribution F∈L∩D, furthermore, the claims are negative dependent. We use a different method and obtain the asymptotic expression...