The Asymptotic Research On The Ruin Probability Of The Two-dimensional Risk Model With Delayed Claims

In today's society,as people living standard rise,risk consciousness gradu-ally strengthened,and become a part of the people lack of life insurance.The insurance industry showed vigorous development trend in our country,vari-ous kinds of insurance products emerge in endlessly.Bankruptcy theory is to explore the bankruptcy probability problems,measure whether the insurance company stability is an important index of the ruin probability,the more can reflect the actual status of the company faces the risk model,then the actual value is bigger.In real life,when after the accident,the insurance amount is often not immediately pay,claim could delay happen.Therefore,This paper mainly uses the bankruptcy theory,the total probability principle and oth-er mathematical tools to study the effect of delayed claims on the bankruptcy probability of the two-dimensional continuous time risk model.The main structure of this paper is as follows:Chapter one briefly introduces the historical research background and re-cent research trends of risk theory.In the second chapter,the classic C-L risk model,the two-dimensional continuous time risk model and the risk model with delay claim are introduced respectively,and the main conclusions of the model are expounded.Then sev-eral kinds of heavy tail distributions and dependent structures are introduced.The third chapter,this chapter to insurance company in the relevant insurance business as the background,the two-dimensional continuous time risk model[1]on the basis of joining the variable delay time for each of the claim,the claim time interval with PQD in the two-dimensional delay claim risk model,and use the full probability principle and limit theorem,calculate the two-dimensional delay to update the gradual expression for the ruin probability risk model,and get the delay time is zero recursive solution of the ruin probability.