Estimation of the ruin probability of an insurance company operating on a BS-market
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Publication:3607277
DOI10.1007/S11253-008-0015-XzbMATH Open1164.62402OpenAlexW2053178197MaRDI QIDQ3607277FDOQ3607277
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
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Cited In (12)
- On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market
- Application of the Kolmogorov-Hájek-Rényi inequality for estimation of the non-ruin probability of an insurance company working in the \((B,S)\)-market
- Financial solvency of an insurance company investing its capital in a financial \((B,S)\)-market
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- Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums
- Mathematical model of banking operation
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- Probability of ruin of an insurance company at a given rate of investments in risk assets
- On the ruin probability of insurance company functioning on the \((B,S)\)-market
- Study on the model of an insurer's solvency ratio in Markov-modulated Brownian markets
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