Several Result Of A Multi-insurance Risk Model

Risk theory is a hot topic in the present actuarial science and mathematics research. It helps to construct the risk model in the light of the instrument of stochastic processes and to study the problems of ruin probability and adjustment coefficient. The scale of the business expands incessantly and the types of insurance increase. Considering the limitations of the classical risk model and other generalized risk models, the multi-insurance risk model has been constructed.This thesis mainly deals with two-insurance risk model. In chapter 1 we briefly reviewed the risk theory and its development. The significance about this paper was expressed. Chapter 2 is the main body of the paper, we estimated and calculated the survival probability of a two-insurance risk model; We acquired the expectation of maximal aggregate loss and the distribution of the supreme surplus before ruin; At the same time, we discussed Multi-insurance risk model in brief. In Chapter 3 we briefly reviewed the whole paper and put forward the further tasks.