Study On The Ruin Probability Of Financial Risk Model With Interest Rate

The classical risk model is a kind of the most basic and perfect risk model. But this kind of model could not be applied to Insurance company's practice well. With the development of bankruptcy fundamental research,economic environment affects bankruptcy theory so much that it is no more neglected . The interest rate, the inflation rate, the investment profit and so on affect Insurance company's financial situation to a certain extent. In addition, the scale of the Insurance company expands incessantly,which advance the development of new insurances. As an extension of the the classical theory, the financial risk models in this paper are very realistic and theoretical.In chapter 3,assuming that the interest rate and inflation rate are constant ,the unemployment insurance risk model of migrant workers in which both premium income and expense are compound poisson process is established. Among them, the premium of an insurance policy and the claim amount of unemployment insurance belong to random sequence.Certification processes of model deduction and ruin propability are put forward. The relations among the adjustable coefficient,interest rate and the ruin probability are also obtained. Taking a certain city in China as an example, willingness investigation on unemployment insurance purchase is carried out among some migrant workers in six industries. According to the investigation data, unemployment insurance risk model of migrant workers is used to estimate the ruin propability of insurance company, which provides that the implementation of migrant workers'unemployment insurance is feasible.In chapter 4, we build up and discuss a double-type risk model with dependence between premium and claim, in which both premium income and expense are compound poisson process and the claim may produce a re-premium at time. Renewing insurance process is thinning process of expense process. In addition, the diffusion is added to the new model. By using the martingale mothod, the ruin probability of the model is presented and an upper bound of the ruin probability is also obtained.In chapter 5, Some properties for a mixed double-line insurance Risk Model By diffusion are considered. In this new model, the two kinds of product runned by an insurance company are described by compound poisson model and the one based on entrance process. In addition, investment rate the diffusion is added to the new model. The adjustable coefficient is computed. Applying martinggale approach, the Lundberg inequality of ruin probability is obtained.