Several Kinds Of Risk Model Considering Many Factors Under The Sparse Process

The growing prosperity and complexly global economy, contributes to the development of the insurance industry. Insurance company by sales the policy to obtain money income, and at the same time it also bear some certain economic risks for policy-holder. In actual insurance business, an insurance company is may not take a loss lonely in the event of large claims. Thus the reinsurance can spread the risk, and improve the operating stability of the insurance company. At the same time, the insurance company considering the surplus under a certain amount of initial reserve, will need to adjust the operating model or announce bankruptcy. This paper, on the basis of the realistic condition, is divided into four chapters to study the risk of some specific model.The third chapter to the sixth chapter in content are considered the sparse and random interference, a variation of the limit ruin, it is concluded that the main inference are stationary independent increments properties, the existence and uniqueness of adjustment coefficient, the main conclusions are the corresponding general expression for the ruin probability and the Lundberg inequality and so on. Here study model is on the basis of the references for the promotion and improvement The third chapter is an introduction of the proportional reinsurance risk model of dividend payments. The fourth chapter is a premium charged process of consideration and claims process respectively belong to different double type-insurance risk model under random process. The fifth chapter is a study of more than one kind of considering the interest rate risk model. The sixth chapter research is a kind of reinsurance risk model considering the excess pay.