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Ruin Probability For Poisson And Its Generalized Risk Model

Posted on:2014-01-17Degree:MasterType:Thesis
Country:ChinaCandidate:D D YangFull Text:PDF
GTID:2249330395496068Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
In the insurance mathematics research scope, bankruptcy theory is one of the mostimportant research direction, and the bankruptcy probability which has a very importantposition is an important factor as an evaluation ability. Scientific that who forecasts theinsurance company business and bankruptcy is an important branch which ensure theinsurance company science stable and healthy development of an important premise.Therefore, ruin probability of the insurance compony become a very important research atpresent.Ruin probability research of the insurance company that has a history with onehundred years,there are also a lot of important results which are almost perfect. With thedevelopmentof society, the businessscale of the insurance company is expanding,insurance is planted, and the original researches may have certain limitations and are notcomprehensive. Combined with the actual situation, this paper made some of the followingwork.This paper is divided into four chapters. The first chapter briefly introduces thebankruptcy theory research history, introduces some basic knowledge and the next brieflyintroduced in this paper is the structure of the arrangement. In the second chapter, the ruin probability of classical risk model is discussed, at the same time, the premiums andclaims process which are all Poisson process of ruin probability that are double Poissonrisk model are studied. In the third chapter, first, ruin probability for the two categoriesPoisson risk model is studied; second, ruin probability for the two categories doublePoisson risk model is studied. In the fourth chapter, more coverage ruin probability fordouble Poisson problem of the model is mainly introduced.
Keywords/Search Tags:risk model, the bankruptcy probability, adjustment coefficient, Poissonprocess, martingale theory
PDF Full Text Request
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