Ruin Probalility In The Double Risk Model Research

In this thesis, on the basis of the classical risk model, around the premium income process, manage compensate frontal happen process and claim extends, forehead sequence and inflation, interest rates, and take interference factors into consideration, discusses several kinds of classical risk model for the ruin probability.The first part is first the profile and the system theory of bankruptcy of classical risk model is introducedPart two chapters, the first chapter component mainly introduced bankruptcy theory the generation and development of bankruptcy, a preliminary understanding of theory. Then give the classical risk model, and gives the definition and the ruin probability of classical risk model inequation, the research achievement and promotion directions certain introduction. The second chapter basically introduces martingale deals with a process, some knowledge Brownian motion. The first part from whole gives the classic risk theory about the outline, lay a foundation for the research.The second part of a few class discussion of double risk modelThis part composed by three chapters, considering the reality of the classical model, through the improvement. First of all, the third chapter basically discussed with interference in introducing a constant interest under the circumstance of double risk model to establish new model calculate the ruin probability and given some important conclusions. The fourth chapter in considering the discrete-time model on the basis of research, a kind of double type-insurance compound binomial risk model, with premium arrival process related to time generalized to compound binomial process, thus the ultimate ruin probability are obtained the general formula and upper bound estimate, etc. The fifth chapter basically is built on sparse with interference under Cox process of double risk model, and theory of martingale methods, it is concluded that the ruin probability are the ultimate ruin probability.