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Multiple line risk model pertured by diffusion

DU Xue-qiao

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Abstract

Insurance company runs many types of insurance.There is a limitation to the classical risk model and other generalized risk model.Therefore,the multiple line risk model has been constructed.We consider that the premum income and the claim are a compound poisson process in this model.By the method of mintingale,we prove the lundberg inequality and formula on the ruin probability.

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What this paper is about

Insurance company runs many types of insurance.There is a limitation to the classical risk model and other generalized risk model.Therefore,the multiple line risk model has been constructed.We consider that the premum income and the claim are a compound poisson process in this model.By the method of mintingale,we prove the lundberg inequality and formula on the ruin probability.

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Available abstract

Insurance company runs many types of insurance.There is a limitation to the classical risk model and other generalized risk model.Therefore,the multiple line risk model has been constructed.We consider that the premum income and the claim are a compound poisson process in this model.By the method of mintingale,we prove the lundberg inequality and formula on the ruin probability.

Key concepts: Risk model, Poisson distribution, Line (geometry), Real line, Mathematics, Econometrics, Inequality, Model risk

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