On the non-ruin probability for the model of insurance company with the cost of advertising. I.

zbMATH Open1289.91070MaRDI QIDQ2850849FDOQ2850849

Authors: B. V. Bondarev, V. O. Boldyreva 

Publication date: 1 October 2013

Published in: Prykladna Statystyka. Aktuarna ta Finansova Matematyka (Search for Journal in Brave)

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zbMATH Keywords

non-ruin probabilitycompound Poisson processstochastic premiumadvertising expensesCramér-Lundberg model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (4)

• On differentiability of the non-ruin probability of an insurance company in models with constant interest rate
• Influence of advertising expenses on the characteristics of functioning of an insurance company
• Mathematical model of functioning of an insurance company with allowance for advertising expenses
• The functioning of the insurance company with premiums, depending on the current capital. Modified Clark-Samuelson model

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