Bankruptcy Probability Of The Discrete Risk Model

When we deal with the continuous time insurance risk model ,we often turn it into discrete time insurance risk model.so it's very important to research the discrete time insurance risk model .The discrete time insurance risk model with interest has been discussed in this paper.The concept of ladder time and ladder height was proposed by W.Feller firstly,but he discussed the i.i.d.random variables . We researched the independent random variables without the same distribution on this basis and got some primary nature. The estimation of the discrete time insurance risk model with interest were given by using the distribution of Ladder height when it belongs to heavy-tailed distribution. The past document gave the non-exponential above bounds about the sum of light-tailed distribution by using martingale,but it's difficult to resolve large claims which has disastrous damage in this way,for example the fire insurance,the storm insurance , the flood insurance and the earthquake insurance etc,so we must use the heavy-tailed distributions.We resolved the above bounds and lower bounds of ruin probability In this distributional class by the distribution of ladder height.It's what we researched in Chapt2 .The concept of Warning time was first named in chapt3 and we also got the probability of the time that the insurance company was first out the difficult position in the use of the stochastic processes with Markov framewark .