On the continuous dependence of non-ruin probability on claim distribution function in the classical risk model

DOI10.1007/S10559-018-0025-0MaRDI QIDQ722046zbMATH OpenOpenAlexWikidataFDO

Authors V. O. Boldyreva, G. M. Shevchenko

Publication date 20 July 2018

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-018-0025-0

zbMATH Keywords

convergenceruin probabilityrisk processCramer-Lundberg model

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

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Cites work

• scientific article; zbMATH DE number 3844884 (Why is no real title available?)
• scientific article; zbMATH DE number 5596975 (Why is no real title available?)
• scientific article; zbMATH DE number 6122957 (Why is no real title available?)
• No-ruin probability of an insurance company by the Cramér-Lundberg model and gamma-distributed payments
• Ruin probabilities

Cited in

(10)

• Cramér-Lundberg model with stochastic premiums and continuous non-insurance costs
• Regularization and error estimate of infinite-time ruin probabilities for Cramer-Lundberg model
• On the non-ruin probability of an insurance company in the classical risk model using conditional franchise and limit of responsibility
• Continuity Estimates for Ruin Probabilities
• The fundamental theorem of actuarial risk science
• Estimates for non-ruin probability of insurance company in the discrete time model
• Simple continuity inequalities for ruin probability in the classical risk model
• Sulla dipendenza continua della probabilità di rovina dal caricamento dei premi
• Application of statistical modelling methods for finding the non-ruin probability in the classical insurance model. I.
• Application of statistical modelling methods for finding the non-ruin probability in the classical insurance model. II.

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