Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

Estimates for non-ruin probability of insurance company in the discrete time model

From MaRDI portal
Publication:2850369
Jump to:navigation, search

zbMATH Open1289.91072MaRDI QIDQ2850369

B. V. Bondarev, O. E. Sosnitskij

Publication date: 26 September 2013

Published in: Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)




zbMATH Keywords

non-ruin probabilityRosenthal inequalityIbragimov mixing


Mathematics Subject Classification ID

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



Related Items (4)

Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company ⋮ Explicit moments for a class of micro-models in non-life insurance ⋮ Calculation of the probability of survival of an insurance company with allowance for the rate of return for a Poisson stream of premiums ⋮ Title not available (Why is that?)






This page was built for publication: Estimates for non-ruin probability of insurance company in the discrete time model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2850369)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2850369&oldid=29979959"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 6 March 2024, at 13:46.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki