Ruin Probability For A Risk Process With Positive And Negative Risk Sums

Risk theory is an important part of the actuarial science,and the is a hot topic of risk theory research.It is an important indicator to measure solvency of the insurance company and financial stability.This paper we consider the ruin probability of a risk process with positive and negative risk sums,study how the dependence between the two classes of the positive and negative risk sums impacts on the ruin probability,and compare the infective result when the two classes are dependent and independent.Chapter 1 we introduce the risk process with positive and negative risk sums,show the background of the risk process.Chapter 2 we show the integral and differential equation of birth probability,give the Lundberg inequation that the ruin probability satisfies with martingale approach,then discuss then ruin probability of the risk process with two dependent positive and negative risk sums,study how the dependence impacts on the ruin probability.Chapter 3 we compare the concrete examples by numbers,and makes further comparison between the two results coming out of independency and dependency,with the purpose of narrating their respective impacts on the probability of ruin probability.