Research Of Discrete Risk Model With Interference Under Constant Interest

The classical risk theory is mainly used to risk model to deal with insurance affairs,one of the most to the number of the classical risk model thoroughly. Description of theclassical risk model is a single line and ignore the perfect model of risk factors, becauseof this, it does not meet the requirements of today’s insurance company, so themulti-insurance risk model that accords with the model of the real operation is necessary.Based on this idea, this paper discussed the ruin problem of risk model under constantinterest rate, and joined and interference factor. In the third chapter, it claims to discreterisk model obeying process and two process are discussed, obtained the ultimate ruinprobability and the inequality of the model, and at the same time, considering theinfluence of investment interest rate and inflation. The premium arrival process, in thefourth chapter the generalized double two risk model is established, discuss the natureof surplus process, get the survival probability, a general expression for the ruinprobability and inequality. Because of the uncertainty of risk, the insurance companycan reduce risk covered by purchasing reinsurance, this paper introduces theproportional reinsurance model in the fifth chapter, the ruin probability is obtained bymartingale method, and calculate the maximum benefits of optimal self-retentionproportion by using the Lagrange multiplier method. This not only strengthen therealistic description ability of the model, and is of great significance for safetymanagement and supervision and management of the insurance company.