Several Types Of Bankruptcy Probability Of The Thinning Process Risk Model

Before to the research of the classic risk model and its expansion model, mostly arrive and count process and claim and arrive and count process to the insurance company insurance fee independent situation and carry on mutually.in the insurance company physically the management, the claim arrives and counts process and insurance fee and arrives and counts process and depends on mutually, and grows and presents a diversification nearly, there is necessity to for this type of grow situation and provide more objective and actual risk model nearly. This thesis built up a few thinning risk model of the poisson processes, and discussed an insurance fee to arrive to count process and claim to arrive an expansion circumstance of counting the process, get conceming the ruin probability all rate of Lundberg inequlity, and do a comparison with a type of other risk models.This thesis mainly studied the following four types of thinning poisson process risk models:(1) Compound poisson thinning process risk model The insurance fee arrives to count process in compound poisson thinning model model of the process risk for together time Poisson process, the claim arrives to count process to arrive thinning Poisson process of counting the process for the insurance fee.Get concerning the ruin probability all the Lundberg of rate inequlity, and do a comparison with a type of other risk models.(2) Double Compound poisson thinning process risk model The claim in double the model model of the process risk with thinning compound poisson's arriving to count process and insurance fee to arrive to count process all is compound together time Poisson process, and claim to arrive to count process to arrive thinning Poisson process of counting the process for the insurance fee.Get concerning the ruin probability all the Lundberg of rate inequlity.(3)Double thinning process risk model among them insurance policy's arriving process is a poisson process, but the emergence process of claim is the p that the insurance policy arrives process-thirining process and q-the double of the thinning process poisson process.Give to this model its ruin probability all the Lundberg of rate inequlity, and carry on a comparison with other a type Of risk model.(4)The double grows thinning process risk model nearly insurance policy among them arrive process is a strength toλ₁ andλ₂ of double poisson process, but the emergence process of claim is the p ofλ₁ poisson process that the insurance policy arrives the process as strength to thinning process and strength is the q ofλ₂ poisson processes-the double of the thinning process poisson process.Give to this model its ruin probability all the concrete and last boundary of rate, and carry on a comparison with other a type of risk model.