The Bankruptcy Of The Investment Income Risk Model Study

In this paper, we mainly study the probability of ruin in the continuous time and discrete-time risk models.In the continuous time risk model, we study the double-type risk model where premiums is the compound Poisson process and claims process is compound Poisson-Geometric Process. Taking into account inflation and interest rates impact on the model and add a random interference term, we get the probability of ruin of the model and its Lundberg upper bound.In the discrete time risk model, we consider the double binomial risk model with Markov chain interest. The premiums and claims satisfy the binomial distribution, and the interest rate is time homogeneous Markov chain. Using the methods of recursive, we derive the probability of ruin and its Lundberg upper bound, and the probability of sustainable n period of ruin satisfies a integral function.