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

DOI10.1007/S10559-018-0025-0zbMATH Open1393.93113OpenAlexW2795937116WikidataQ130040737 ScholiaQ130040737MaRDI QIDQ722046FDOQ722046

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

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zbMATH Keywords

convergenceruin probabilityrisk processCramer-Lundberg model

Mathematics Subject Classification ID

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

Cites Work

• Ruin probabilities
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• No-ruin probability of an insurance company by the Cramér-Lundberg model and gamma-distributed payments

Cited In (10)

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

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