Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika
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Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 2017, Number 1, Pages 32–36 (Mi vmumm41)  
This article is cited in 1 scientific paper (total in 1 paper)

Mathematics

Generalization of Lundberg's inequality for the case of stock insurance company

A. A. Muromskaya

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
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Abstract: The ruin probability of an insurance company paying dividends according to a barrier strategy with a step barrier function is considered. Upper bounds for the probability of ruin are obtained within the framework of Sparre Andersen and Cramer–Lundberg risk models.
Key words: Sparre Andersen risk model, ruin probability, dividend payments, step barrier function, Cramer–Lundberg risk model.
Received: 22.06.2016
English version:
Moscow University Mathematics Bulletin, 2017, Volume 72, Issue 1, Pages 31–34
DOI: https://doi.org/10.3103/S0027132217010053
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: A. A. Muromskaya, “Generalization of Lundberg's inequality for the case of stock insurance company”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2017, no. 1, 32–36; Moscow University Mathematics Bulletin, 72:1 (2017), 31–34
Citation in format AMSBIB
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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