The Research Of A Multi-insurance Risk Model

Risk theory helps to construct the risk model in the light of the instrument of stochastic processes and to study the problems of ruin probability and adjustment coefficient. The scale of the business expands incressantlly and the types of insurance increase,Considering the limitations of the clssical risk model and other generalized risk models, the multi-insurance risk model has been constructed.This theis mainly deals with a series of multi-insurance risk models. In chapter 1 the risk theory and its development are briefly reviewed and the significance about this paper is expressed. The basic risk model of this paper is constructed and the ruin probability of the risk model is calculated and estimated in chapter 2, the risk model with diffusion is discussed at the same time. In chapter 3,we study the ruin probability considering of bonus on the basis of the basic model. The basic model is expanded to the renewal model in chapter 4 and chapter 5,the dependent property in classes of insurance business is considered in chapter 4 ,In chapter 5 the risk model with constant interest force is discussed,and the ruin probability and an estimation of upper bound for them are acquired. In chapter 6 we briefly review the whole paper and put forward the futher tasks.