scientific article; zbMATH DE number 5697247

MaRDI QIDQ3552603zbMATH OpenFDO

Authors B. V. Bondarev, T. V. Zhmykhova

Publication date 22 April 2010

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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(17)

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• On the non-ruin probability for the model of insurance company with the cost of advertising. I.
• Application of the Kolmogorov-Hájek-Rényi inequality for estimation of the non-ruin probability of an insurance company working in the \((B,S)\)-market
• The Cramer-Lundberg model with stochastic premium process and the opportunity to invest in a riskless asset
• On the ruin probability of insurance company functioning on the (B,S)-market
• Estimation of the ruin probability of an insurance company operating on a BS-market
• scientific article; zbMATH DE number 5520306 (Why is no real title available?)
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• scientific article; zbMATH DE number 2169323 (Why is no real title available?)
• The functioning of the insurance company with premiums, depending on the current capital. Modified Clark-Samuelson model
• Financial solvency of an insurance company investing its capital in a financial \((B,S)\)-market
• scientific article; zbMATH DE number 5592532 (Why is no real title available?)
• No-ruin probability of an insurance company by the Cramér-Lundberg model and gamma-distributed payments
• Evaluation of the probability of bankruptcy for a model of insurance company
• Ruin probability in the Cramér-Lundberg model with risky investments
• scientific article; zbMATH DE number 5026543 (Why is no real title available?)
• Cramér-Lundberg model for some classes of extremal Markov sequences

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