Estimation of the ruin probability of an insurance company operating on a BS-market

DOI10.1007/S11253-008-0015-XzbMath1164.62402OpenAlexW2053178197MaRDI QIDQ3607277

Maryna O. Androshchuk, Yuliya S. Mishura

Publication date: 28 February 2009

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-008-0015-x

Mathematics Subject Classification ID

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

Related Items (2)

Mathematical model of banking operation ⋮ On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market

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