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

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.

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Bibliographic Details
Date:	2007
Main Authors:	Androshchuk, M. O., Mishura, Yu. S., Андрощук, М. О., Мішура, Ю. С.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 2007
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/3403
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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