Ruin Probability For A Double Type-Insurance Compound Binomial Risk Model

Risk theory with the development of the insurance industry, has a history of nearly a century, has initially formed the theoretical system of the system, and the current risk theory research prospect is very broad.With the risk theory is on the rise and development, academic research about the risk of ruin probability model, the discrete time risk model is one of the most typical model. So in order to promote the stable operation of insurance company, study the ruin probability of insurance company has a realistic significance.Double compound binomial risk model in this paper, the ruin probability are discussed, the policy number, claim number per unit time arrived and investment returns are discrete double type-insurance risk model with random variables are studied, under the stochastic investment yields of double compound binomial risk model, make it more in line with the insurance company’s actual situation.According to the content of this article is divided into the following four chapters:The first chapter mainly introduced the development of the risk theory research, the classical theory of bankruptcy and the research content and main innovation points of this article.The second chapter mainly introduced in this paper is applied to the knowledge. Probability space and moment generating function, martingale, adjustment coefficient, the bankruptcy probability of binomial risk model, and to obey normal distribution in the claim amount.The third chapter mainly introduces the double binomial risk model with investment and interference under fixed interest rates that charge policy number per unit time and per unit time the number of claims is to obey the binomial distribution is proposed in the paper. The model studies the expression of the bankrupt probability and Lundberg inequality with analysis method of martingale. In theory, this paper provide certain application value.The fourth chapter mainly introduces the portfolio investment yields to obey normal distribution received the policy number in unit time and the number of claims meet the binomial distribution risk model, the adjustment coefficient of the model and to study the ruin probability, and other important conclusion, this study based on enlarging the scale of insurance company development and reduce the management risk, realize the diversification of risk management is planted, establish a more objective than monoline actual double type-insurance risk management model, model is given in the initial reserve is the expression of ruin probability in some special circumstances.