Using the notion of martingale , the paper obtains the ultimate ruin probability and the distributions of the first and the last arrival time of a given level 利用鞅的概念，得到了该模型下的最终破产概率、盈余首次和末次达到给定水平时刻的分布。
The paper considers a risk model with negative risk sum perturbed by diffusion . the integro - differential equation and the explicit expression for the ruin probability are derived 摘要引进带干扰负风险和模型。给出该模型的破产概率所满足的积分微分方程及解析式。
Three kinds of model the ratio model , short - term collective risk model , and ruin probability model are adopted to calculate the minimum solvency margin of non - life insurance companies 本文采用了比率模型、短期聚合风险模型、破产概率模型三种模型，计算非寿险保险公司最低偿付能力额度。
Ruin probability and large deviation play an important role in the risk theory . we expect that the research work of this paper is of not only academic value , but also strong applied potential 由于破产概率和大偏差在风险理论中有着十分重要的作用，因而我们认为本文的研究不仅具有理论方面的价值，同时还具有较强的实际应用背景。
The main conclusions are : the ruin probability of the risk process is increasing according to the relativity of the classes ; and with the initial surplus increasing , the influence of the relativity to the ruin probability is increasing 主要结论为:随着类之间的相关度增加,则相应的风险过程的破产概率也随着增大,且随着初始盈余的的增大,相关性对破产概率的影响也越来越显著。
Risk theory is a hot topic in the present actuarial science and mathematics research . it helps to construct the risk model in the light of the instrument of stochastic processes and to study the problems of ruin probability and adjustment coefficient 风险理论是当前精算界和数学界研究的热门课题，最初主要借助随机过程理论来构造保险经营中的余额过程，并研究其破产概率、调节系数等问题
In the first part of this paper , we introduce the background of this problem and give the model . in the second part , we study the ruin probability of this model and how the dependence of the two classes impacts on the ruin probability 本文第一部分介绍了问题提出的背景以及所研究的模型,第二部分研究了模型的破产概率以及相关性对破产概率的影响,第三部分给出了当“理赔量”均为指数变量时的数值分析。
In this paper , we consider the correlated risk processes with negative risk sums . we define the correlation between the two classes of insurance business as the thinning dependence structure . we mainly study how the dependence between the two classes impacts on the ruin probability 本文引入了一类相关负风险和风险过程,负风险和类之间的相关性由稀疏相关结构定义,主要研究类之间的相关性对破产概率的影响。
About the risk model with two compound poisson processes , we discuss the risk model with two compound poisson processes and the risk model with two compound poisson processes by diffusion . then we get lundberg inequality and the formula of ruin probability in this new model 对于保费收入过程为复合poisson过程的破产模型，本文就不带干扰时的破产模型和带干扰时的破产模型进行讨论，运用鞅方法的得出了破产概率满足的lundberg不等式。
Cramer - lundberg model is changed into the form : in chapter 2 , we will discuss two - sided bounds for the ruin probability ( u , c , t ) of the risk model in finite time [ 0 , t ] , where ( u , c , t ) is defined by we get an estimate : , when n > n where 0 < < 1 我们在该章中是在索赔额的分布是gerv族( generalizedextendedregularlyvarying )并带有安全负荷的条件下得到了一个关于中心化随机和s 、 ( ， )的大偏差的估计:对于任意固定的y > 0与6 > 0 ， / ， ， 。
