Several Types Of Bankruptcy Probability Double Insurance Continuous Time Risk Model

Cramer-Lundberg classical risk model is a basic model of insurance mathe-matics, and ruin probability is one of issues of common concern in risk theory. Considering the diversity of insurance products and the operating income return on investment, this paper mainly discusses ruin probabilities of the double type-insurance risk model and the double type-insurance risk model with constant interest in the continuous time. Firstly, we study these two risk models when the double type-insurance claim sizes follow heavy-tailed distribution, and get the approximate expression of ruin probability in the case of independent or relative claims. Next, we study these two risk models when the double type-insurance claim sizes follow light-tailed distribution, and get the upper bound of ruin prob-ability. Through numerical simulations, we find the ruin probabilities of these two risk models for heavy-tailed claims are great. Under the same condition of claim, the double type-insurance risk model with constant interest has the small ruin probability.