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

advertising expensescompound Poisson processCramér-Lundberg modelnon-ruin probabilitystochastic premium

Mathematics Subject Classification ID

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

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Cited in

(4)

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

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