Estimate Of The Ruin Probability In Composite Multi-Insurance Risk Model

The article studies the ruin problem in the multi-insurance ruin of the insurance companies.Based on the research of the existence of the adjustment coeffiient,the upper bound of the ruin probability and the differential equation of the survival probability,the article gets the estimate in method of the ruin probability in composite multi-insurance risk model,so the risk model is more scientific for insurance service.The specific contents and results in this article are as follows:Firstly,the ruin probability in composite multi-insurance risk model is discussed.By using the processes with stationary independent,the existence of adjustment coefficient in the model is proved,the upper bound of the ruin probability is given.And the MATLAB software is used to study the influence of multi-insurance on the ruin probability in risk model under the specific value.Secondly,the article studies the problem of survival probability in the model.The article applies the Vandermonde matrix,gets the calculus equation of the survival probability under the number of income and claims followed Poisson process.And then the article draws the general solution of the equation under the income and claim sizes on the exponential distribution.