Studies On A Type Of Collective Risk Model

There are two primarily types in collective risk model, one is short termcollective risk model, the other is long term collective risk model .The difference of the two types is short termcollective risk model consides aggregate claim and claim times only, which in fixed time , and long term collective risk model consides probability struct and its applications while t≥0. the traditional method of researching claim times process N_t is limited . In fact, claim is not proceedingwhile counterclaim is occuring, claim should have the delay .This paper deals with that integer valued autoregressive collective rosk model (INARCR) are delayed. This model has scientific and practicability .Base on central limit of the collective risk model ,while the distribution of S_t has large deflective and aggregate claim obey uniform distribution , it gives approximative expression of S_t with translation Gamma distribution ;this model's ultimate ruin probability; adjustment coefficient as aggregate claim obey uniform distribution and Gamma distribution . It points out parameters estimation of parameters of collective risk model.