On Some Measures Of The Severity Of Ruin In The Continuous-Time Compound Binomial Model

In this paper, we study some measures which describe the severity of ruin in the continous time compound binomial risk model. First of all, we get the distribution of the maximal deficit in the course from ruin to the first recovery in the continous time compound binomial model. Second, we get the expectation of the maximal deficit at ruin. In the end, we find a martingale, by which we get some measures of the severity of ruin in the continous time compound binomial model.This paper includes four chapters. The first chapter is introduction. The second chapter is preliminary results, in which we introduce the continuous time compound binomial model and give some results presented in literature. In the third chapter, we study some measures of the severity of ruin in the continous time compound binomial model, The last chapter a conclusion.