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

MaRDI QIDQ2850849zbMATH OpenFDO

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)

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)

Recommendations

• Deriving the equation for the non-ruin probability of the insurance company in (B,S)-market. Stochastic claims and stochastic premiums
• 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
• scientific article; zbMATH DE number 6122957
• scientific article; zbMATH DE number 5697247

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

This page was built for publication: On the non-ruin probability for the model of insurance company with the cost of advertising. I.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2850849)