Research On The Risk Of Relevant Bankruptcy Risk In The Process Of Discarding Time

In both the discrete and continuous renewal risk model, discounted penalty function isthe core content. Based on the expected penalty function in the discrete model, we investigatethe discounted distribution function of the proper deficit、the n-th discount factor moment ofdeficit in the delayed renewal risk model, and their applications are also given. At the sametime, We also study the distribution of some assumptions, including the expected discountedpenalty function in the discrete time general renewal risk model and the expected discountedpenalty function in the discrete time delayed renewal risk model, when the claim amount istruncation geometric distribution. The conclusions obtained in this thesis supplement relatedresearches for the some deficit problems in the delayed renewal risk model and somedistribution hypothesis based on the truncation geometric distribution in present literature.This thesis is divided into four chapters.Chapter1. In this chapter, Firstly, we have a review of the review for the discreterenewal risk model. Then introducing some of the related definitions and propositions in thediscrete time general renewal risk model and the delayed renewal risk model as well as someresearch results in recent years.Chapter2. In section1, we mainly introduce the basic structrue about the discrete timegeneral renewal risk model and the delayed renewal risk model. In section2, we review someproof of prepare the lemma. In section3, we derive the ananlytical expressions of thediscounted distribution function of the proper deficit in the discrete time delayed renewal riskmodel. Then we discuss the application, that is special case when the claim amount istruncation geometric distribution.Chapter3. In this chapter, we mainly discuss the n-th discount factor moment of thedeficit in the discrete time delayed renewal risk model. In section1,we discuss the analyticalsolution of the n-th discount factor moment of the deficit. Then the next section, the analyticalexpressions of the n-th discount factor moment of the deficit and the application is alsoderived.Chapter4. In the last chapter, we mainly introduce the expected discounted penaltyfunction, When the claim amount is assumed to be truncated geometric distribution. In thesection1,we derive a variety of expressions of the expected discounted penalty function in thediscrete time general renewal risk model. In section2, we discuss the expected discountedpenalty function in the discrete time delayed renewal risk model. At last, we list the specialrelations between the general renewal risk model and the delayed renewal risk model.