The ruin probability for an insurance company with random -sub-Gaussian premiums and -sub-Gaussian values of benefits

zbMATH Open1199.62052MaRDI QIDQ3553077FDOQ3553077

Authors: S. O. Romanenko 

Publication date: 22 April 2010

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zbMATH Keywords

sub-Gaussian processes

Mathematics Subject Classification ID

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

Cited In (3)

• Estimation of ruin probability for binomially distributed number of \(\varphi\)-sub-Gaussian claims
• Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums
• Title not available (Why is that?)

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