On an estimation of the survival probability for an insurance company, that invests its capital in the case of exponential distribution of claims
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Publication:5467718
zbMATH Open1101.62374MaRDI QIDQ5467718FDOQ5467718
Authors: M. V. Bratyk
Publication date: 24 May 2006
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- On the approximation of the necessary capital reserve for an insurance company in the case a large number of inhomogeneous contracts
- Calculation of the probability of survival of an insurance company with allowance for the rate of return for a Poisson stream of premiums
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