D-p Risk Model In The Case Of Reinsurance

With the development of society and improving the quality of people's life, the insur-ance is playing an important part in our daily life.The insurance industry is an industry managing in risk. Inorder to share its risk, the insurance industry always take out a part or all of his earning for investmenting insurance again, and it produces reinsurance. reinsurance is also called cession. This paper mainly discusses double Poisson risk model under the ruin probability of reinsurance circumstance, and it's Gerber-Shiu expected discounted penalty function.According to the content, this paper is divided into four chapters.Chapter one is introduction. In this part we introduce the history and current of reinsurance development in risk theory.In chapter two we introduce the double Poisson reinsurance risk model after the insurance company sign up reinsurance contracts,that is, with the method of excess reparation reinsurance,we get the adjustment coefficient equa-tion of double Poisson reinsurance risk model It's positive root is adjustment coefficient about double Poisson reinsurance risk model. with the method of martingale,we get the super of ruin probability about double Poisson reinsurance risk model and final ruin probability because of this,we found that the adjustment coefficient equation and ruin probability are related to retention b.In chapter three we introduce the integral differential equation which is the double Poisson reinsurance risk model's Gerber-Shiu expected discounted penalty functionΦ(u) meet and this equation's Laplace transform, which in the condition of n=1,In chapter four we introduce the model of proportion reinsurance cases, This chapter discuss the equation which ruin probability and adjustment coefficient R meet, which M(t)= t, we get integral expression which meet insurance company with con-stant dividend bound a proportion reinsurance model's Gerber-Shiu expected discounted penalty functionΦa(u) in the time of t. where...