Research On Risk Model With Interference Under The Stochastic Interest Rates

In the development of risk theory, the traditional interest rate is assumed to be fixed.Actually it varies randomly. The related economic activities and polices play an important role. Therefore,factors that affect the interest rate can not be ignored any longer.Except for premiums and claims expenses, there are other factors of classical risk theory, such as uncertain revenue and expenditure, affecting the process of surplus. Some scholars introduces interference term in the classical risk model. So the risk model with stochastic interest disturbances become the focus of researchers and the insurance company’s concern.This paper bases on the existing paper of the research scholars. First of all, it introduces the origination, development process and associated preliminary knowledge of the theory. Then the paper was divided into three part to research the risk model with stochastic interest rates under conditions of interference.In the third chapter, we discuss double lines risk model under the factor of stochastic interest rates. Its distractor is the process of Winner. The premiums is charged by a constant rate.The number of claims is divided into two part: obey Poisson and binomial process. In the end of this chapter, we deduced the adjustment coefficient equation of the model and the probability of ultimate ruin.In the forth chapter, we obtain that premiums and payment are the compound Poisson process of Migrant workers health insurance model. Also, we obtain the adjustment coefficient equation, the ruin probability expressions and the Lundberg inequality. Taking some cities for example, collecting the data of related migrant workers buying health insurance intention and assuming insurance policy and claims being exponential distribution of income, we can estimate the bankruptcy insurance probability of company as follows: If the initial capital continue to increase, the bankruptcy probability decreases.In the fifth chapter, we give readers a proportional reinsurance model. We obtain the adjustment coefficient bounds, the adjustment coefficient equation and the relations between the adjustment coefficient and reinsurance coefficient. Reinsurance to avoid excessive concentration risk, small and medium-sized insurance company can reduce risk by means of reinsurance, improve survival ability.Therefore, there is a certain practical significance of this chapter on the insurance company’s development.