Generalization of a Bening-Korolev result

zbMATH Open1098.62134MaRDI QIDQ5487549FDOQ5487549

Authors: B. V. Bondarev, M. E. Korolev 

Publication date: 19 September 2006

Recommendations

• Estimate for probability of ruin of insurance company for some insurance model
• scientific article; zbMATH DE number 1516530
• scientific article; zbMATH DE number 1738345
• Estimate of the ruin probability of a risk process with reinsurance
• Upper Bounds for the Ruin Probabilities of the Entrance-Based Risk Model

zbMATH Keywords

Poisson processruin probabilityupper exponential bound

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (1)

• On refinement of the generalized Bendixson theorem

This page was built for publication: Generalization of a Bening-Korolev result

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5487549)