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The Research For Ruin Probability In Risk Models With The Variational Limit Of Ruin

Posted on:2012-06-09Degree:MasterType:Thesis
Country:ChinaCandidate:X F ZhangFull Text:PDF
GTID:2189330335453303Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
Ruin probability is the core issue of risk theory, and one of the most important indicators in measuring the solvency and financial stability of the insurance company. Thus, studying the ruin probability of the insurance company has a great effect on the stable operation in insurance company.This paper modifies the generalized compound poisson risk model,the multi-line cox risk model,the multi-line generalized poisson risk model perturbed by diffusion,the multi-line cox risk model perturbed by diffusion improved, makes them to be close to the real situation of the insurance company.When the model is generalized compound poisson risk model with the variational limit of ruin,At the same time, We syudy the multi-line generalized poisson risk model perturbed by diffusion with the variational limit of ruin,the multi-line cox risk model perturbed by diffusion with the variational limit of ruin, obtaining the inequalities and equations of ruin probability.
Keywords/Search Tags:the limit of ruin, generalized homogeneous poisson process, cox process, ruin probability, martingale
PDF Full Text Request
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