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A class of multi- band interference Risk Model

Author: HanLin
Tutor: ZhaoYanZuo
School: Xi'an University of Architecture and Technology
Course: Computational Mathematics
Keywords: Compound Poisson process Relevant conditions Risk model Ruin Probability
CLC: O211.67
Type: Master's thesis
Year: 2009
Downloads: 12
Quote: 0
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Abstract


Separate conditions in the classical risk model plays an important role . Since independence constraints makes the classical risk model is too single, in addition , the model ignores the investment rate changes , inflation, competition and other factors as a random disturbance term impact, and premium rates are usually a regular random variable is not constant, thus, this model does not meet the insurance company's actual operations . In this paper, the above classical risk model to improve several aspects of the defect , and the introduction of homogeneous compound Poisson process . First , we study the interference with the number of claims for dual- homogeneous Poisson Risk Model , respectively, under the conditions of the independent and dependent ruin probability ; Secondly, discusses with the number of claims of interference were generalized homogeneous Poisson process with the risks and model and related conditions in a separate ruin probability and risk associated conditions model into separate case under ; Finally , the establishment of multi- band interference homogeneous Poisson process insurance risk model and draw this probability of Ruin . This risk model perturbed promoted to double the number of claims homogeneous Poisson Risk Model .

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CLC: > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Theory of probability ( probability theory, probability theory ) > Random process > Expectations and Forecast
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