On One Estimate of the Ruin Probability

DOI10.1137/S0040585X9798302XMaRDI QIDQ3521350zbMATH OpenFDO

Authors G. P. Ivanova, V. Ya. Kondratiev

Publication date 21 August 2008

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X9798302X

zbMATH Keywords

classic ruin problemruin probability

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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