Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Vestnik Moskov. Univ. Ser. 1. Mat. Mekh.:
Year:
Volume:
Issue:
Page:
Find




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

Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 2020, Number 4, Pages 57–61 (Mi vmumm4343)  
Short notes

Ruin probability in models with stochastic premiums

A. A. Muromskaya

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (181 kB)
References:
PDF
HTML
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
\Bibitem{Mur20}
\by A.~A.~Muromskaya
\paper Ruin probability in models with stochastic premiums
\jour Vestnik Moskov. Univ. Ser.~1. Mat. Mekh.
\yr 2020
\issue 4
\pages 57--61
\mathnet{http://mi.mathnet.ru/vmumm4343}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4234350}
\zmath{https://zbmath.org/?q=an:1468.91127}
\transl
\jour Moscow University Mathematics Bulletin
\yr 2020
\vol 75
\issue 4
\pages 177--180
\crossref{https://doi.org/10.3103/S0027132220040038}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000631796600006}
Linking options:
  • https://www.mathnet.ru/eng/vmumm4343
  • https://www.mathnet.ru/eng/vmumm/y2020/i4/p57
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Statistics & downloads:
    Abstract page:89
    Full-text PDF :14
    References:17
    First page:10
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024