The Study On Discrete Time The Dual Insurance Risk Model

Risk theory in modern mathematics as an important content in the field, its development athome and abroad have experienced a very long time. As a result of risk theory to managementdecision-making can play a predictive role, as insurance, financial and other industries of theimportant theory of knowledge, which is widely used in investment and finance and insuranceindustry, at the same time it also became the actuarial science and mathematics research topics.The insurance company to operate the main goal is to maximize the profit, so investors oftenneed to select those gains, claims of small projects, but the insurance company ’s main source ofrevenue is the insured pays the premium, the biggest risk is the face of the insured claimsprocess. So the risk process research, the establishment of an effective mathematical model tosolve practical problems for the insurance company future manages has important significance.In the processing of continuous insurance risk model often turn it into discrete time, so thediscussion of discrete risk model has very important meaning, fully discrete classical risk modelhas been studied extensively, this paper in front of income on the basis of the conclusion,mainly studies the discrete time insurance risk model under the condition of double.. Usingrandom and, compound Poisson process and martingale method, the discrete time insurance riskmodel is discussed. Usually in the insurance company the actual operation of the process,different period of time charge a premium income and individual payment amount forindependent random variables, the premium income process and individual payment processinto two mutually independent two process, so as to get the two double binomial risk model. Inthe discussion of double insurance risk model, focuses on the study of the surplus before theruin and the probability of ultimate ruin, and gives the relevant proof. Secondly, with theinterference of the double type insurance risk model is studied, estimating two insurance riskmodel of the survival probability, and obtains the final bankruptcy probability of specificexpression.Finally the insurance risk model with the actual combination of insurance problems,to validate its feasibility.