scientific article; zbMATH DE number 6122957

MaRDI QIDQ4899359zbMATH OpenFDO

Authors B. V. Bondarev, V. O. Boldyreva

Publication date 8 January 2013

zbMATH Keywords

Lévy metric

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Qualitative investigation and simulation of ordinary differential equation models (34C60)

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Cited in

(11)

• On differentiability of the non-ruin probability of an insurance company in models with constant interest rate
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• On the continuous dependence of non-ruin probability on claim distribution function in the classical risk model
• Regularization and error estimate of infinite-time ruin probabilities for Cramer-Lundberg model
• scientific article; zbMATH DE number 2169744 (Why is no real title available?)
• Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
• On the non-ruin probability for the model of insurance company with the cost of advertising. I.
• Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims
• Una successione di approssimanti per difetto della probabilita' di rovina
• Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation
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