The Research On Ruin Probability In Kinds Of Compound Binomial Risk Model

In this paper, on the basis of the classical risk model, the arrival process of the claim and refunding can be extended. We take refunding, investment and interference factors into consideration, and discuss several kinds of Binomial model for the ruin probability.The first part is about the background of bankruptcy theory and the related knowledge of ruin probability.This part has two chapters. The first chapter mainly introduced the development of bankruptcy theory, a generally understanding of theory. Then we introduce the achievement and promotion of the classical risk model. The second chapter introduces some basic knowledge about Binomial risk model, such as point process and martingale deals. This part lays a foundation for the following research.The second part is a few discussion of Binomial risk model.This part is composed by three chapters, considering the reality of the classical model. First of all, in the third chapter we basically discuss about ruin probability in the risk model with refunding, then establish a new model and give some important conclusions. In the fourth chapter we discuss the binomial model for two-type-risk insurance on the basis of considering the investment. Then the formula of ultimate ruin probability and the Lundberg inequality is derived. In the fifth chapter, taking the interference into consideration, by the martingale approach and convergence theorem, we establish a new multi-insurance risk model with interference, and the formula of the ultimate ruin probability is proved simply.