Ruin probabilities for an insurance company based on some stochastic risk models

DOI10.3103/S1063454114010087zbMath1297.91092OpenAlexW1995019456MaRDI QIDQ460748

Tatiana M. Tovstik

Publication date: 14 October 2014

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1063454114010087

zbMATH Keywords

ruin probabilitystochastic modelrandom premiums and claims

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Cites Work

• Survival probability and ruin probability of a risk model
• Equation for survival probability in a finite time interval in case of non-zero real interest force
• Unnamed Item

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