The Research Of Bankruptcy Model In Insurance Company

The research on bankruptcy theory has important and profound meanings, it is not only a requirement in reality but also in theory research, and it is advantageous to the economic development, and help the executives make decisions. The development of economic and mathematics make it get an extensive application in financial mathematics and the rate. The economy develops quickly now, and a lot of scholars focus on studying risk theory, the risk theory is applied to aspects of social economy. In the reality, surplus process will be under the influence of various factors, such as the height of interest rate, the height of the inflation rate etc. With the economical development, the risk model has developed, but the scholars don't consider all impact factors, usually one factor among all factors. In actual operation, the scholars discover that the insurance income process is influenced by random factor, it has random, so it can be described by a Poisson process or a looser Poisson process. The insurance category is not completely independent, some insurance is a cause and effect relation, such as while the traffic accident happens, there will probably arouse the occurrence of medical claim at the same time. Now no model bankruptcy model can be solved the problem, satisfying the random policy income and independence between insurance categories. To solve this problem, the article establishes two insurance models and various insurance models by being based on random premium and dependent claims. New models are more applicable for the real needs. At the same time it also requires abundant knowledge to get the models and finally to get the probability of non-bankruptcy within limited time. In the fourth and fifth chapter, there are composed of some applications on new models, solutions for some practical problems and favors for decision-makers make decisions.