The Research Of A Risk Model Whose Premium Income Is A Generalized Function

Risk theory as the most important part of Actuarial Analysis mainly consider risks of insurance companies. In 1903,Fillip Lundberg first used the probability theory and stochastic process in research of risk theory and built the classic risk model.The Cramer e.t.generalized the work of Fillip Lundberg and built a series of risk model.In the paper,We generalized the work of Fillip Lundberg and built a new risk model whose premium income is a generalized function.By the method of martingale we formulate on the ruin probability.