The Ruin Problems Of Perturbed Dependent Risk Model

At present, the study of ruin probability under correlated risk is becoming more and more important in risk areas. This thesis is devoted to the study of two kinds of correlated discrete risk model, it contains:Firstly, we consider the risk model with interference whose number of claims are dependent, model premium charged at random is assumed in the risk, and claims process of the two risks are related through a common process, and independence influences on premium when premium calculation principles are different, and the ultimate ruin probability and Lundberg inequality are obtained by martingale method; through comparing Lundberg index, we obtain that the dependency increases risk process ruin probability conclusion; finally, numbers are calculated combined with an example.Secondly, we consider the risk model whose insurance premium is charged at random with interference and n kinds of dependent claim frequency, we suppose the premiumis charged at random, the claim caused by the k kind of risk is divied into main claim and vice claim, and the times of vice claim obey binomial distribution.we get some figure features and properties of the model;we get the ruin probability upper bound and its general expression by martingale approach;we compare dependent claim with independent claim, and the conclusion of more risk with dependent is got.