Deriving the Equation for the Non-Ruin Probability of the Insurance Company in (B, S)-market. Stochastic Claims and Stochastic Premiums-Reference-Cited by-同舟云学术

Deriving the Equation for the Non-Ruin Probability of the Insurance Company in (B, S)-market. Stochastic Claims and Stochastic Premiums

Published:2014-09 Issue:5 Volume:50 Page:750-758
ISSN:1060-0396
Container-title:Cybernetics and Systems Analysis
language:en
Short-container-title:Cybern Syst Anal

Author:

Bondarev B. V.,Boldyreva V. O.

Publisher

Springer Science and Business Media LLC

Subject

General Computer Science

Link

http://link.springer.com/content/pdf/10.1007/s10559-014-9665-x.pdf

Reference9 articles.

1. M. M. Leonenko, Yu. S. Mishura, V. M. Parkhomenko, and M. J. Yadrenko, Probabilistic and Statistical Methods in Econometrics and Financial Mathematics [in Ukrainian], Informtekhnika, Kyiv (1995).

2. B. V. Bondarev, Mathematical Models in Insurance [in Russian], APEKS, Donetsk (2002).

3. B. V. Bondarev and E. Yu. Ragulina, “On the finite-time nonruin probability of an insurance company with investments in the financial (B, S) -market,” Cybern. Syst. Analysis, 48, No. 5, 736–748 (2012).

4. E. Kamke, A Guide in Ordinary Differential Equations [in German] (Differentialgleichungen: Losungsmethoden und Losungen, I, Gewohnliche Differentialgleichungen), B. G. Teubner, Leipzig (1977).

5. O. Yu. Ragulina, “The differentiability of the non-ruin probability of an insurance company in constant-rate models,” Prikl. Statistika. Aktuarna ta Finans. Matem., No. 1–2, 82–116 (2010).

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Ruin under stochastic dependence between premium and claim arrivals;Scandinavian Actuarial Journal;2017-10-24