scientific article; zbMATH DE number 5055332

zbMATH Open1098.62135MaRDI QIDQ5487555FDOQ5487555

Authors: B. V. Bondarev, L. S. Zhilina 

Publication date: 19 September 2006

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

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zbMATH Keywords

ruin probabilityestimatediscountinsurance companysub-Gaussian random variable

Mathematics Subject Classification ID

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

Cited In (2)

• Estimation of ruin probability for binomially distributed number of \(\varphi\)-sub-Gaussian claims
• The ruin probability for an insurance company with random \(\varphi\)-sub-Gaussian premiums and \(\varphi\)-sub-Gaussian values of benefits

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