scientific article; zbMATH DE number 5520306

zbMATH Open1164.62431MaRDI QIDQ3607772FDOQ3607772

Authors: T. V. Zhmykhova 

Publication date: 28 February 2009

Title of this publication is not available (Why is that?)

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zbMATH Keywords

probability of ruininsurance company

Mathematics Subject Classification ID

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

Cited In (6)

• Probability of bankruptcy of an insurance company in a model with stochastic awards and claims under conditions of capital investment on bank deposits
• 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 probabilities in classical risk models with gamma claims
• No-ruin probability of an insurance company by the Cramér-Lundberg model and gamma-distributed payments
• ECOMOR and LCR reinsurance with gamma-like claims

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