scientific article; zbMATH DE number 5055332

MaRDI QIDQ5487555zbMATH OpenFDO

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

Publication date 19 September 2006

zbMATH Keywords

discountestimateinsurance companyruin probabilitysub-Gaussian random variable

Mathematics Subject Classification ID

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

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Cited in

(2)

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

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