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

  • M. O. Androshchuk
  • Yu. S. Mishura Київ. нац. ун-т iм. Т. Шевченка

Abstract

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.
Published
25.11.2007
How to Cite
Androshchuk, M. O., and Y. S. Mishura. “Estimation of the Ruin Probability of an Insurance Company Operating on a BS-Market”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, no. 11, Nov. 2007, pp. 1443–1453, https://umj.imath.kiev.ua/index.php/umj/article/view/3403.
Section
Research articles