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Risk process with stochastic premiums

The Cramer-Lundberg model with stochastic premiums which is natural generalization of classical dynamic risk model is considered. Using martingale technique the Lundberg inequality for ruin probability is proved and characteristic equations for Lundberg coefficients are presented for certain classes...

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Bibliographic Details
Date:	2008
Main Authors:	Zinchenko, N., Andrusiv, A.
Format:	Article
Language:	English
Published:	Інститут математики НАН України 2008
Online Access:	https://nasplib.isofts.kiev.ua/handle/123456789/4576
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Journal Title:	Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:	Risk process with stochastic premiums / N. Zinchenko, A. Andrusiv // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 3-4. — С. 189-208. — Бібліогр.: 36 назв.— англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine

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