Probability of bankruptcy of an insurance company in a model with stochastic awards and claims under conditions of capital investment on bank deposits

MaRDI QIDQ3607756zbMATH OpenFDO

Authors T. V. Zhmykhova

Publication date 28 February 2009

Mathematics Subject Classification ID

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

Recommendations

• Evaluation of the probability of bankruptcy for a model of insurance company
• scientific article; zbMATH DE number 5520306
• The Cramer-Lundberg model with stochastic premium process and the opportunity to invest in a riskless asset
• No-ruin probability of an insurance company by the Cramér-Lundberg model and gamma-distributed payments
• Ruin probability of an insurance company which also performs as a bank

Cited in

(5)

• Computation of interval probability for bankruptcy procedure in term life insurance with uncertain environment
• The Cramer-Lundberg model with stochastic premium process and the opportunity to invest in a riskless asset
• Evaluation of the probability of bankruptcy for a model of insurance company
• Ruin probability of an insurance company which also performs as a bank
• scientific article; zbMATH DE number 5291600 (Why is no real title available?)

This page was built for publication: Probability of bankruptcy of an insurance company in a model with stochastic awards and claims under conditions of capital investment on bank deposits

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3607756)