Ruin probabilities for an insurance company based on some stochastic risk models

DOI10.3103/S1063454114010087zbMATH Open1297.91092OpenAlexW1995019456MaRDI QIDQ460748FDOQ460748

Authors: Tatiana M. Tovstik 

Publication date: 14 October 2014

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1063454114010087

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zbMATH Keywords

ruin probabilitystochastic modelrandom premiums and claims

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Cites Work

• Title not available (Why is that?)
• Survival probability and ruin probability of a risk model
• Equation for survival probability in a finite time interval in case of non-zero real interest force

Cited In (15)

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• Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company
• Stochastic successive approximation method for assessing the insolvency risk of an insurance company
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• Ruin probabilities for two collaborating insurance companies
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