Estimation of the ruin probability of an insurance company operating on a BS-market

DOI10.1007/S11253-008-0015-XMaRDI QIDQ3607277zbMATH OpenOpenAlexFDO

Authors Maryna O. Androshchuk, Yuliya S. Mishura

Publication date 28 February 2009

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11253-008-0015-x

Mathematics Subject Classification ID

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

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(12)

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