Study Of The Bankruptcy Of The Two Types Of Risk Models

?With the vigorous development of the insurance industry and its broad prospects, is attract-ing a lot of experts and scholars in this field of study, among them, the risk of insolvency theory isthe core content, is an important research direction; Moreover, as the insurance industry and theincreasingly fierce competitive people. On the insurance awareness of the products increases, withthe interest rate risk premium model and random risk model has begun to attract some of the con-cerns of experts and scholars and research. At present the classical risk model of bankruptcy theo-retical model has been a lot of research in this situation, the risk theory to be explored further onthis first chapter of the premium model of random probability of survival, see Wang Guanghua, LuYuhua(2006), Dickson , Hipp (1998), Cheng, Tang(2003), Gerber(1970), Dufresne, Gerber(1991),and then on the second chapter of the claimant to the interval for updating the model discountGerber Shiu-penalty function. In the first chapter, with infinitesimal studied with the interferenceof the risk premium random model of survival probability. Section 1 introduced the basic model,in the classical risk model is based on a new model; Section 2 presents the survival probabilityintegral differential equation:Then Laplace transform method survival probability in the form of:?In the second chapter, we study the Gerber-Shiu discounted penaly function for the riskprocess with interest rates and get an infinity series expressions for the Gerber-Shiu discountedpenalty function. We generalize the Gerber-Shiu's formula (Gerber, Shiu (1998, (2.40))), seeGerber, Landry(1998), Gerber, Shiu(2005), Tsai, Willmot(2002), and based on this, we have ·gδ,m(α,u,x₁,y₁,…, x_m-1,y_m-1,x, y)dy_m-1. The second chapter 4 on the final bankruptcy probability, we haveTheorem 4.1 for anyδ≥0, u≥0Theorem 4.2 for any u≥0,δ> 0...