Two Types Of Composite Risk Model Research Of The Ruin Probability

On the basis of existing research,this paper generalizes the classical risk model,Mainly manifested in the following respects:Firstly,it introduces the background and the development direction of risk theory,then gives some basic knowledge that this paper has use;Secondly,in this chapter,on the basis of the classical risk model,we research the bankruptcy probability model and its main contents with a generalized Poisson process of the premium collection number and the number of compensation rate is a binomial process.Then the general expression of the ruin probability is obtained by using martingale method,and this expression satisfies Lundberg inequality;Thirdly, we have popularize the classical risk model to the risk model with interference whose premium obeys the Poisson process and number of claims obeys the compound Poisson-Geometric process.And the random interference was added in the model.We not only prove the existence of the adjustment coefficient,but also obtain the final expression of ruin probability of the risk model by the moment generating function method.At the same time,we get an integral differential equation of survival probability.