scientific article; zbMATH DE number 6122958

zbMATH Open1265.62030MaRDI QIDQ4899361

E. Yu. Orfinyak, B. V. Bondarev, A. Yu. Stadnyk

Publication date: 8 January 2013

Title of this publication is not available (Why is that?)

zbMATH Keywords

characteristic equationriskdistribution functions

Mathematics Subject Classification ID

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

Related Items (15)

Calculation of the probability of ruin of an insurance company with consideration of reinsurance ⋮ Title not available (Why is that?) ⋮ Ruin probabilities for two collaborating insurance companies ⋮ Statistical economic feasibility estimates of the Russian CMTPL automobile insurance system as a reliability theory problem ⋮ Ruin probabilities for an insurance company based on some stochastic risk models ⋮ Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company ⋮ Title not available (Why is that?) ⋮ Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums ⋮ Title not available (Why is that?) ⋮ Ruin probability of an insurance company which also performs as a bank ⋮ Calculation of the probability of survival of an insurance company with allowance for the rate of return for a Poisson stream of premiums ⋮ Estimation of the ruin probability of an insurance company operating on a BS-market ⋮ Stochastic successive approximation method for assessing the insolvency risk of an insurance company ⋮ Nonparametric estimation of ruin probabilities given a random sample of claims ⋮ Title not available (Why is that?)

Recommendations

• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Ruin probabilities for an insurance company based on some stochastic risk models 👍 👎
• Calculation of the probability of ruin of an insurance company with consideration of reinsurance 👍 👎
• Estimate for probability of ruin of insurance company for some insurance model 👍 👎
• Estimates for non-ruin probability of insurance company in the discrete time model 👍 👎
• Estimate of the non-ruin probability of insurance company working on \((B,S)\)- market. Discrete time 👍 👎
• Estimation of the ruin probability of an insurance company operating on a BS-market 👍 👎

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4899361)