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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| Date: | 2007 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2007
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3403 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
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