Non-exponential Upper Bounds For Ruin Probabilities In Risk Model With Random Premium And Stochastic Investment Return

In this thesis,we consider the risk model with random premium incomes and stochastic return on investments.Assume that the interest.rate process is a non-negative Levy process,we derive non-exponential upper bounds for the infinite ruin probability by inductive and martingale approaches,respectively.We also give some numerical examples to illustrate the results.Furthermore,when the claims distribu-tions have regularly varying tails,we discuss the asymptotic formula for the finite-time ruin probability.