Generalized Compound Poisson Risk Model Ruin Probability

In this thesis, we discuss the ruin probabilities of several kinds of risk models in view of the generalization of premiums income process and claims number process.The third chapter Ruin probability in general compounded Poisson risk model with two poisson process.In the model the policy number process is homogenous Poisson process and the claim process is general homogenous Poisson process. So we can solute the problem that more than two claims at the same time . The general formula of the ruin probability for this model is given , and a upper bound of finite-time ruin probability is got.The forth chapter The generalized compound two poisson risk model for a double type-insuranceIn the model the claim number processes are general homogenous Poisson processes. We research adjust coefficient of ruin probability. Applying martingale method,we derive Lundberg inequality satisfying ruin probability.The fifth chapter The generalized compound poisson risk model with stochastic interestOn the basic of general compound Poisson model with stochastic interest, the ruin probability in the generalized compound Poisson risk model with stochastic interest is considered. The results obtained generalize the classical models with constant rate , and so the model proposes an important prewarning index of insurance company.The sixth chapter A double type-insurance compound binominal risk modelSome properties for a double type-insurance compound binomial risk model are given , and the formula of the ruin probability are obtained in this chapter.