The Research Of Ruin Risk Model With A Linear Threshold Dividend Strategy

Risk theory is the core content of actuarial mathematics, it have played a crucial role in the development of insurance. Because dividends can reflect the operating performance and competitiveness of the insurance company, so dividend policy of risk model is more close to the change rule of real market, effective measure, control risk and the practical significance.The paper mainly analyzes the perturbation of absolute ruin risk model with constant interest investment and a linear threshold dividend strategy. Through the full probability formula and Taylor exhibition, renewal equations of moment-generating function, n th moment with present value of total dividends until absolution ruin are obtained. Further, partial integro-differential equations of Gerber-Shiu function are given.Second, the introduction of another as opposed to a classic risk, but the model is common risk model of the dual risk model, it is a kind of investment after the first output of the model. In the third chapter, moment-generating function, n th moment with present value of total dividends until absolution ruin, the Laplace transform and ruin probability are obtained.Finally, this article will be briefly summarized and analyze the next step research direction.