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Calculation of the probability of ruin of an insurance company with consideration of reinsurance - MaRDI portal

Calculation of the probability of ruin of an insurance company with consideration of reinsurance

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Publication:1880160

DOI10.1007/BF02508355zbMath1104.91045OpenAlexW2003989914MaRDI QIDQ1880160

E. V. Kapustin, E. V. Glukhova

Publication date: 21 September 2004

Published in: Russian Physics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02508355


zbMATH Keywords

Asymptoteslarge capital


Mathematics Subject Classification ID

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Cites Work


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