Estimates and properties of the survival probability of an insurance company in the classical risk model with investments to the financial (B,S)-market
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Publication:2850198
zbMATH Open1289.91085MaRDI QIDQ2850198FDOQ2850198
Authors: O. Yu. Ragulina 
Publication date: 26 September 2013
Published in: Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)
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- On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market
- Application of the Kolmogorov-Hájek-Rényi inequality for estimation of the non-ruin probability of an insurance company working in the \((B,S)\)-market
- Estimation of the ruin probability of an insurance company operating on a BS-market
- A semiparametric technique to estimate survival probabilities
- Calculation of the probability of survival of an insurance company with allowance for the rate of return for a Poisson stream of premiums
- On the survival probability of an insurance company in two risk models
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