| ABSTRACT | 第1-6页 |
| 摘要 | 第6-8页 |
| CHAPTER 1 Preface | 第8-14页 |
| ·Classical risk model and main research method | 第8-10页 |
| ·Promotions of classical model | 第10-11页 |
| ·Main work of this paper | 第11-14页 |
| CHAPTER 2 Joint Distributions for Cox Risk Model | 第14-22页 |
| ·Introduction | 第14-16页 |
| ·Some joint distributions of ruin quantities | 第16-22页 |
| CHAPTER 3 Cox risk model with random premium income rate and stochastic return on investment | 第22-38页 |
| ·Introduction to the model | 第22-24页 |
| ·Gerber-Shiu expected discounted penalty function | 第24-28页 |
| ·Upper bounds for ruin probability | 第28-32页 |
| ·Asymptotically optimal investment strategy for minimizing the ruin probability | 第32-38页 |
| REFERENCES | 第38-41页 |
| ACKNOWLEDGEMENTS | 第41页 |
