On the continuous dependence of non-ruin probability on claim distribution function in the classical risk model

DOI10.1007/S10559-018-0025-0zbMath1393.93113OpenAlexW2795937116WikidataQ130040737 ScholiaQ130040737MaRDI QIDQ722046

Valery O. Boldyreva, Georgiy M. Shevchenko

Publication date: 20 July 2018

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-018-0025-0

zbMATH Keywords

convergencerisk processruin probabilityCramer-Lundberg model

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

Cites Work

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