Study On The Adjustment Coefficient And Ruin Probability Of Risk Model

In today's environment,with the continuous progress of society and the prosperity of insurance business,people's ideological consciousness has been strengthened,and more attention has been paid to the settlement of insurance claims.In the real world,many things happen are uncertain to us,and the probability of these uncertainties can only be determined by probability.However,risk plays an important role in these uncertain events.It is assumed that in the insurance industry,each insurance project has a relative risk,and the insurance company will be aware of its loss distribution,and the total loss amount after the individual loss is superimposed is necessary.Since the total loss distribution of the insurance company is determined on the basis of a single loss amount and a total loss amount,the total amount of claim and the single claim amount are random variables.Then a series of questions arise,such as how to determine the likelihood of a total claim amount and a single claim amount? How to get the risk factor of the insurance company from each project? It is necessary to apply risk theory to solve such a series of problems.The exploration of the risk theory is a theoretical analysis,and more theoretical and practical integration is needed in the development of the real society and insurance business.Therefore,on the basis of the original research,I carried out more research on actual data,and made quantitative analysis of three risk models,which provided realistic data for insurance companies to reduce the degree of loss and the probability of loss.In the first chapter,the main development of risk theory,the basis of the topic is briefly described.This paper introduces the main research content and innovation.In the second chapter,the preparatory knowledge related to the risk theory and the research methods used in bankruptcy theory: William Feller's renewal and demonstration method,martingale method,and so on,areintroduced.Then,the research methods needed in this paper are introduced.Poisson process and recombination The second is the principle of moment generating function applied in the process of proving and demonstrating,and the basic knowledge related to the adjustment coefficient of each risk model.Chapter three,first of all,is an introduction.The poisson process satisfies the condition and the related definition demonstration,obtains the correlation conclusion,secondly carries on the comparison to these two kinds of models' adjustment coefficient,adjusts the coefficient upper and lower bound value range,carries on the numerical analysis to the comparison result,finally uses the example to verify the research result,It is supported by a favorable example.The fourth chapter explores the reinsurance problem,how to carry on the reinsurance,thus establishes the reinsurance risk model.Firstly,the risk model of non-reinsurance and the risk model of reinsurance are described,respectively,the conditions of earnings satisfaction and the proof of ruin probability of the insurance company are expounded,and then the numerical analysis of the adjustment coefficient of the reinsurance risk model is made.Get the measures to improve the smooth operation of insurance companies,and finally use an example to verify the conclusion.The fifth chapter is about the study of negative risk model.As a kind of operation mode contrary to the risk model,by analyzing the ruin probability value,we get that the correlation of the ruin probability will cause the ruin probability to increase in the process of its risk model.Finally,the adjustment coefficient of negative risk model is analyzed numerically,and the adjustment coefficient is obtained.Influence on ruin probability.