几类非齐次复合泊松风险模型的研究-应用数学专业论文.docx

ABSTRACTThe ABSTRACT The classical risk model and most of the generalized are on only one type of insurance and claim occurrences relate to Poisson processes without other captical function such as time value of capital and yield． That is limit in the practicality．In this thesis，we consider the risk mode that the claim occurrences is compound nonhomogeneous Poisson process and the influence of stochastic diffusion to the fmite time ruin probability．Moreover,we promote the one type—insurance compound nonhomogeneous Poisson risk model，and we consider the double type—insurance compound nonhomogeneous Poisson risk model whose premium is a stochastic process．In this thesis，we consider several kinds of compound nonhomogeneous Poisson risk model． In chapter 1，we introduce the object matter and development status of the research of risk theory botll here and abroad at present,and introduce the backgroundelementary knowledge that will be used in this thesis． In chapter 2，we introduce the one type—insurance compound nonhomogeneouse Poisson risk model．Then,we百Ve integral expression for finite time survival probability and get the upper limit of finite time ruin probability． In chapter 3，we discuss the one type—insurance compound nonhomogeneouse Poisson risk model and get the upper limit of finite time ruin probability． II In In chapter 4．、Ⅳe consider the two type—insurance compound nonhomogeneouse Poisson risk model and give expression for the upper limit of finite time ruin probability． In chapter 5，We introduce the stochastic diffusion，and discuss the two type．insurance compound nonhomogeneouse Poisson risk model with stochastic diffusion and get the upper limit of finite time ruin probability． In chapter 6，We introduce the stochastic diffusion and discuss the multitype．insurance compound nonhomogeneouse Poisson risk model with stochastic diffusion and get the upper limit of finite time ruin probability． KEY WORDS：nonhomogeneous Poisson process，finite time ruin probability