The Study Of Ruin Probability Under Several Risk Models With The Variable Ruin Limit

Risk analysis of reinsurance is one of the main risk theory rearch,and it is also a hot topic in the current financial mathematics research.First of all, the risk model where compensation number follows the compound Poisson-Geometric process has been studied In this paper, the risk model where the limit of ruin has been set as 0,was extended to the case where the limit of ruin that can change over time. The upper bound of the ruin probability limit has been obtained.The upper bounded estimate of the compound Poisson-Geometric process has been given. The specific expressions for the four different cases have been obtained.Secondly, a class of double Cox risk model with interferce and claim sizes being dependent has been studied under the condition of the variable ruin limit interferce and reinsurance.The expression of an un-bound of the ruin probability has been attested and expression of upper and lower bounds of the ruin probability of Lundberg index.has been obtainedThirdly,a double Cox risk model of reinsurance and the variable limit of ruin is discussed. At the same time, random variables of the risk is fuzzy random variable. The expression of an un-bound of the ruin probability is obtained by using martingale method.Under special conditions of variable limit of ruin, the expression of ruin probability is obtained.At last,a double Cox risk model of reinsurance with premium rate and the variable limit of ruin is discussed. At the same time, random variables of the risk is fuzzy random variable. The expression of an un-bound of the ruin probability is attested by using martingale method. Under special conditions of variable limit of ruin, the expression of ruin probability is obtained.