Ruin Probability Of Several Continuous Time Risk Model

In this paper,we promote the Cramer-Lundberg classical risk model in two aspects.Firstly,we consider that the premium income as a nonlinear function C(t),and the premium arrival process as a non-homogeneous Poisson process.we get the ruin probability formula of this model that is the same as the classical results and get the differential-integral equation for the ruin probability.Secondly,we consider the risk model of the two kinds of insurance claim process as correlated compound Poisson process.Through appropriate transformation into classical risk model,we get the expression of the ruin probability of the model and discuss the effect of the correlated degree on the ruin probability from different angles.On this basis,this model would be further extended to the risk model that has a correlated relationship with multiple-type insurance categories.We through the promotion of these two aspects,the classical risk model is more consistent with the actual development of modern insurance.