Often The Interest Rate Under The Classical Risk Model Of Some Of The Extreme Value Distribution

In the reality complex economic environment, the classical risk model can not describe the revolution of the insurance company perfectly. In order to portray the real movement of insurance company, we have devoted to the generalization of the classical risk model. Usually the insurance company carries the risk reserve on some kinds of investment, and the insurance company can gain the interest from this investment.In this article we will study a generalization of the classical risk model, i.e. the classical risk model with constant interest force, and use the model to describe this investment. There are many papers study the classical risk model with constant interest force such as Li zhigang(2004) discussed the first hitting-time in the classical risk model with interest force. Besides Yin liping(2006) gave the distribution of the supreme profits before ruin, the distribution of the minimum profits between ruin and recovery, and the united distributions of the surplus immediately prior to ruin, the deficit at ruin, the first hitting-time of a before ruin as well as the united distributions of the surplus immediately prior to ruin, deficit at ruin, the supreme profits before ruin, the minimum profits before ruin. Based on these conclusions and used the strong markov property of the classical risk model with constant interest force, this dissertation is to discuss several important united distributions running in this model. They include the minimum profits before ruin, the supreme profits before ruin, the surplus immediately prior to ruin, deficit at ruin, the minimum profits between ruin and recovery, the maximum profits between ruin and leaving-time, the time between ruin and ultimately leaving-time, the supreme profits before leaving-time and the minimum profits before leaving-time.This article is divided into three sections:In the first section, we introduce the classical risk model with constant interest force and some quantities which we will use in this dissertation.In the second section, we give some basic knowledge and conclusions in lemma form which we will use in the next section. There are seven lemmas in this section.In the third section, we conclude the distribution of the minimum profits before ruin, the united distribution of the supreme profits before ruin and T_b > T, the united distribution of T_α< T, the surplus immediately prior to ruin, deficit at ruin, the the minimum profits between ruin and recovery, the united distribution of the supreme profits before ruin, the maximum profits between ruin and leaving-time, the surplus immediately prior to ruin, deficit at ruin, the time between ruin and ultimately leaving-time, and the united distribution of the supreme profits before leaving-time and the minimum profits before leaving-time.