Estimates and properties of the survival probability of an insurance company in the classical risk model with investments to the financial (B,S)-market
From MaRDI portal
Publication:2850198
Recommendations
- On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market
- On the survival probability of an insurance company in two risk models
- Probability of ruin of an insurance company at a given rate of investments in risk assets
- Financial solvency of an insurance company investing its capital in a financial \((B,S)\)-market
- Risky investment for insurers and sufficiency theorems for the survival probability
Cited in
(10)- Analytic properties of infinite-horizon survival probability in a risk model with additional funds
- scientific article; zbMATH DE number 7642016 (Why is no real title available?)
- 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
- scientific article; zbMATH DE number 5697247 (Why is no real title available?)
- scientific article; zbMATH DE number 5291600 (Why is no real title available?)
This page was built for publication: Estimates and properties of the survival probability of an insurance company in the classical risk model with investments to the financial \((B,S)\)-market
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2850198)
