Several Risk Models With Interference

In the modern times, risk factor becomes more complicated with the development ofeconomy and the progress of science and technology, then the risk control is particularlyimportant. Analysis measurement and risk management research has been crunch time.Risk theory is one of the hot spot in the field of modern Actuarial Science andmathematics. Ruin theory is the core content in the risk theory. The classical model did nottake into account the interest rates and inflation factors, but in actual operation, interestrate and inflation rate fluctuation has a great impact on the large premiums and investmentincome of insurance companies. This text sets out from this one actual condition. Itintroduces a bankruptcy risk model with a variable interest rate and inflation rate, and itmakes a deep study and derivation. For insurance companies, risk management, andinsurance regulators designed some of the regulatory index system and other issues have adirect reference and guidance.Firstly, the text introduced the basic knowledge of classical risk model, the relatedconcepts of the risk theory, the basic knowledge of the ruin probability and a risk modelwith discrete time. Secondly, it discussed four kinds of risk models with the variableinterest rate and inflation rate: the first model is a compound of two binomial risk model.Because it need a model to take into account a specific insurance of the company andexpress the specific insurance model, then it builted the second model--the risk model ofterm life insurance. As the risks is increasing and innovating in the daily operation ofinsurance company, the study of monoline risk has the certain limitations,so it set up thethird kind of model--the multi type risk model.Owing to the formers only set upinsurance company claims risk model, and then the paper put forward a kind of new trainof thought and establish the fourth model-investment income risk model.Then it studiedand deduced on the four kinds of risk models,respectively, it obtained the ruin probabilityand the Lundberg upper bound expression of.the three risk models...