2019
Том 71
№ 6

All Issues

Androshchuk M. O.

Articles: 1
Article (Ukrainian)

Estimation of the ruin probability of an insurance company operating on a BS-market

Androshchuk M. O., Mishura Yu. S.

↓ Abstract   |   Full text (.pdf)

Ukr. Mat. Zh. - 2007. - 59, № 11. - pp. 1443–1453

We obtain an estimate for the ruin probability of an insurance company that invests a part of its capital in stocks and puts the rest of the capital in a bank account. An insurance premium is established depending on the capital of the insurance company.