On The Discrete Time Risk Model With Delayed Claims And Random Dividend Policy

Risk model with delayed claims and random dividend policy.Has been a hot topic of risk theory.In this paper,we study two classes of these two characteristics of discrete time risk model.The first is the markov binomial risk model,and with Gerber-Shiu penalty function as the main research object,and consider some special production.The second is to consider compound binomial risk model under random bonus,we will determine the premium to independent binomial process and claim process,and discuss the relevant punishment function.This article altogether is divided into three chapters:The first chapter is the introduction,the paper first introduces the research background and significance,the research process and the important research results of others to introduce,elaborated this article research model and research significance.The second chapter for with stochastic dividends and delay claim markov binomial model are studied.First of all give model basic knot;Is obtained by introducing auxiliary risk management process,and conditions of the analysis of the expected discounted penalty function of probability generating function expression and the exact expression of initial value of 0,get the defective renewal equation penalty function.The third chapter research has delayed claim and random bonuses and premiums compound binomial risk model.First,the basic structure of the given model;Method similar to the second chapter,by introducing auxiliary risk management process,respectively in the dividend threshold with (9 = 0 and (9 > 0 by penalty function under the two situations of meet the recursive formula.