关键词: 概率论与数理统计, 有限时间破产概率, 齐次马氏性, 复合帕斯卡模型, 双分红

Abstract: Pursuing maximum profit and minimum risk is the goal during the operation of insurance companies. Ruin probability is the foundation while making risk decisions. Based on the compound Pascal model with two dividends, random interest and varying premium rate, which varies with the surplus level of company, this paper deals with finite time ruin probability of a joint stock insurance company. We have proved the homogeneous Markov property of the surplus process, and given the recursive formulas for finite time ruin probability. Numerical examples have also been provided at last.

Key words: probability theory and mathematical statistics, finite time ruin probability, homogeneous Markov property, compound Pascal model, dividends