Fundamentalnaya i Prikladnaya Matematika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Journal history

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Fundam. Prikl. Mat.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

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}
Linking options:
  • 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
    Statistics & downloads:
    Abstract page:1290
    Full-text PDF :1025
    First page:2
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024