Further Study On Compound Binomial Risk Model And Double-Type Insurance Risk Model

The classic risk model is a kind of basic model,But this kind of model could not be applied to practice well.so in this paper we get some generalized risk model by extending the classic risk model in some different aspects and do some researches on them:(1) Considering refund event of insurance company,a new binomial risk model with refund was introduced by popularizing the common binomial risk model in this paper,Then we discussed the ruin probability and its upper bound of the model.(2)Under the condition of related arriving of premium and claim,a new compound binomial risk model with random interest,interference and random premium was stablished,A computation of ruin probability on this model was studied by martingale.(3)Considering capital interest rate,we get a more practical risk model with capital interest by extending the binomial risk model of two-type insurance with mixed premium, Then we discussed the ruin probability and its upper bound of the model.(4)Under the premium is a random variable,a compound Poisson risk model with two-correlated claims is stablished. Then a computation of ruin probability on this model was studied.