Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika
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Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 2020, Number 4, Pages 57–61 (Mi vmumm4343)  
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Ruin probability in models with stochastic premiums

A. A. Muromskaya

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
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Abstract: The probability of ruin of an insurance company is studied under two different risk models with stochastic premiums. Upper bounds for the probability of ruin are obtained provided that either the aggregate claims process or the aggregate premium process is constructed using the renewal process.
Key words: insurance, risk model with stochastic premiums, ruin probability.
Received: 16.10.2019
English version:
Moscow University Mathematics Bulletin, 2020, Volume 75, Issue 4, Pages 177–180
DOI: https://doi.org/10.3103/S0027132220040038
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: A. A. Muromskaya, “Ruin probability in models with stochastic premiums”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2020, no. 4, 57–61; Moscow University Mathematics Bulletin, 75:4 (2020), 177–180
Citation in format AMSBIB
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