The Probability Of Ruin In The Bivariate Compound Poisson Model With Thinning Dependence Structure

Ruin theory is always an important part of the actuarial science.The ruin probability is the basic topic of the risk theory research,which is important indicator to measure the solvency of the insurance company and its financial stability.Chapter 1 introduces the background of the ruin theory,the classic risk model and its ruin probability.Then we show the generalization of the classic risk model.Chapter 2 presents a survival probability of a bivariate compound Poisson model for a book of two dependent classes of insurance business.We use the Skorohod topology to get the limit of the survival probability of the bivariate compound binomial model.Then we use the survival probability of the bivariate compound binomial model to get the survival probability of the assumed model.Chapter 3 explores a survival probability of a bivariate compound thinning Poisson model for a book of two dependent classes of insurance business.We use the Skorohod topology to get the limit of the survival probability of the bivariate compound thinning binomial model.Then we use the survival probability of the bivariate compound thinning binomial model to get the survival probability of the assumed model.