On The Study Of Ruin Problems In Some Generalized Compound Binomial Risk Models

In actuarial literature the classical compound binomial risk model is the discrete timerenewal risk process which has been paid much attention. In recent years, actuaries extend theclassical compound binomial risk models to different aspect and obtain many meaningfulresults. In this thesis we propose some generalized compound binomial processes andinvestigate some related ruin problems.This thesis is divided into five chapters.The first chapter begins with a brief description of the ruin theory of risk theory and itscore content, then reviews some classical results for the compound binomial risk model.Finally, the main work of the thesis are introduced briefly.Chapter two studies the CCBM model with a general premium rate, that is, the numberof claims process is composed of compound compound binomial process and the premiumrate is a non-negative integer. We get the expression of the ultimate ruin probability and thecorresponding upper bound estimation.In the third chapter we study the CCBM model with the premium income being thecompound binomial process. That is, the number of claims process is composed of compoundcompound binomial process and the premium income process is another binomial process. Byusing the martingale technique, we get the expression of the ultimate ruin probability and thecorresponding upper bound estimation.In the forth chapter we study the model as chapter three but considering perturbation. The modelsuggested is more applicable in practice. We get the expression of the ultimate ruin probability andthe corresponding upper bound estimation.In the last chapter we study the model as chapter four but considering investment. The factorsinclude investing rate and inflation which can impact the management for the insurance company. Weobtain the expression of the ultimate ruin probability and the corresponding upper boundestimation for this generalized model...