Ruin Probability In Kinds Of Risk Model Under The Comprehensive Effect Of Multiple Factors

In this thesis, on the basis of the classical risk model, around the premium incomeprocess, manage compensate frontal happen process and claim, and the relationship betweenthem to extend, take interest rates,surrender factors , reinsurance, interference factors intoconsideration, discusses four different kinds of ruin probability of random risk model underthe comprehensive effect of multiple factors.The first chapter is introduction. in this chapter ,we concisely introduced the emerge anddevelopment of insure risk theory and classical risk model .In the second chapter, on the basis of the classical risk model,considering the thephysical truth, we add constant interest rate, random disturbance and surrender factors,established compound poisson risk model with random income under constant interest rate,obtained the ultimate ruin probability, lundberg inequality and the expression ofaccommodation coefficient in the special case.In the third chapter, we take the the relationship between premium income process andmanage compensate frontal happen process into consideration, established poisson risk modelwith double thinning process.Thus the ultimate ruin probability are obtained the generalformula and upper bound estimate, etc.In the fourth chapter, we discussed general homogeneous poisson risk model with doublethinning process. Research its ruin probability, obtained the inequality of the ultimate ruinprobability.In the fifth chapter, we discussed Poisson-Geometric risk model with double thinningprocess. Thus the ultimate ruin probability are obtained the general formula and upper boundestimate, etc.