The Relationship Between Minimum Initial Capital And Rate Under Ruin Probability

In this paper,we mainly study the relationship between the minimum initial capital and the rate of insurance under the ruin probability.Firstly,I introduce the background and development of ruin probability,and explain the practical significance of this problem and the main ideas and writing ideas of this paper.Secondly,the basic concept,nature and important conclusion of classical ruin probability model are briefly described,to do the theoretical preparation for the following study.Thirdly,the two modules in the problem-the minimum initial capital and rates were explored,prove the existence of the minimum initial capital,and the initial capital at the critical point of rates,prove some important conclusions in the course of the study.Finally,the distribution of the claim severities is obtained by studying the historical data,and the relationship between the minimum initial capital and the rate is obtained by numerical simulation,and applied to practical problems.