Research Of The Dependent Risk Model With Refunding And Investment

Bankruptcy theory is mainly used in the stability studies of the risk management process, that is used to predict the probability of an insurance company because of the risk of leading to bankruptcy, it is possible to develop policies give reference and guidance on the operators. In bankruptcy theory, many studies often risk model must meet the conditions assumed stationary independent increments, but in reality this assumption is too ideal. Therefore, it is necessary to study the stationary independent increments do not satisfy the assumptions of the risk model. This article is based on this idea to several correlated claims risk model for the study, do the following work:First, the paper studied the renewal risk model with dependent surrender. On the basis of previous academic studies, considering the condition of the main causes side claimant’s claim, the amount claimed by the size of the primary comparison with a threshold value to determine whether cause side claims occur; taking into account the impact of the surrender of the model, in order to update the bankruptcy probability formula risk model for the purpose of application of mathematical tools recurrence formula obtained within the finite time ruin probability model.Secondly, the paper studied the risk model with two dependent surrender and investment. On the basis of surrender with Dependent renewal risk model to join the investment factors, and assuming that the main claim for a certain probability to cause side claim a dependent in order to insolvency probability formula two risk model for the purpose of application of mathematical tools to get the recursive formula within finite time ruin probability model.Finally, the paper studied the more dependent claims risk model with surrender and investment. This model assumes that any time a claimant has a dependent relationship of a plurality of different types may occur on a segment, taking into account the influence of factors on the surrender and investment model, in order that this multi-Dependent claims Ruin proba- bility formula for the purpose of application of mathematical tools recurrence formula obtained within the finite time ruin probability model.