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Fundamentalnaya i Prikladnaya Matematika, 1996, Volume 2, Issue 4, Pages 1055–1100 (Mi fpm189)  
This article is cited in 5 scientific papers (total in 5 papers)

Research Papers Dedicated to the Memory of B. V. Gnedenko

Ruin probability

V. V. Kalashnikova, D. G. Konstantinidisb

a Institute of Systems Analysis, Russian Academy of Sciences
b Technical University of Crete
Full-text PDF (1862 kB) Citations (5)
Abstract: A short review on ruin probabilities in the collective risk theory is given. Two-sided bounds of ruin probabilities are proposed for a classical risk model. In the case where Cramér's condition holds, these bounds coincide with those obtained by Rossberg and Siegel. In the heavy-tailed case, the estimates proposed are new.
Received: 01.05.1996
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: V. V. Kalashnikov, D. G. Konstantinidis, “Ruin probability”, Fundam. Prikl. Mat., 2:4 (1996), 1055–1100
Citation in format AMSBIB
\Bibitem{KalKon96}
\by V.~V.~Kalashnikov, D.~G.~Konstantinidis
\paper Ruin probability
\jour Fundam. Prikl. Mat.
\yr 1996
\vol 2
\issue 4
\pages 1055--1100
\mathnet{http://mi.mathnet.ru/fpm189}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1785772}
\zmath{https://zbmath.org/?q=an:0901.62128}
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  • https://www.mathnet.ru/eng/fpm189
  • https://www.mathnet.ru/eng/fpm/v2/i4/p1055
    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Фундаментальная и прикладная математика
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