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

zbMATH Open1164.62430MaRDI QIDQ3607756FDOQ3607756

Authors: T. V. Zhmykhova 

Publication date: 28 February 2009

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Mathematics Subject Classification ID

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

Cited In (5)

• Computation of interval probability for bankruptcy procedure in term life insurance with uncertain environment
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• Evaluation of the probability of bankruptcy for a model of insurance company
• Ruin probability of an insurance company which also performs as a bank
• Title not available (Why is that?)

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