The Study Of Ruin Probability Of Double Risk Model With Investment

The emergence of insurance has a positive role on the stability of the soci-ety.Risk is the foundation of the insurance and it is an important index for measur-ing the operating capability of insurance companies.Cramer-Lundberg classical risk model described the ruin probability with the number of claims which subjects to the process of Poisson.Nowdays,with the research of the Cramer-Lundberg classical risk model,some researchers put up some new ideas to improve the mod-el.In this paper,we study the asymptotic behavior of the ruin probabilities in the double dimensional renewal risk model.Firstly,we introduce the research background, current situation of domestic and foreign research on classical risk model.and introduce the classical risk model and some generalized forms briefly.At the same time, we propose the main research risk model and some definitions of the ruin probability:Secondly,we introduce the risk model of double dimensional insurance with investment,then we analynize the asymptotic behavior of the ruin probability of the insurance company which is based on this model,and we obtain the asymptotic expression of ruin probability in three forms;Thirdly,we analyze the asymptotic expression of the ruin probability when the claim amount is satisfied with the V distribution and in the presence of claims with tails of regular varition and pairwise quasi-asymptotic dependence structure through asymptotic expression of ruin probability under D distribution we get the the asymptotic expression of the ruin probability with C;Finally, we propose the deficiencies of the above models and what can be further discussed in the future.