Email this article Generalization of Lundberg’s inequality for the case of stock insurance company
- Authors: Muromskaya A.A.1
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Affiliations:
- Faculty of Mechanics and Mathematics, Leninskie Gory
- Issue: Vol 72, No 1 (2017)
- Pages: 31-34
- Section: Article
- URL: https://journal-vniispk.ru/0027-1322/article/view/164456
- DOI: https://doi.org/10.3103/S0027132217010053
- ID: 164456
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Abstract
The ruin probability of an insurance company paying dividends according to a barrier strategy with a step barrier function is considered. Upper bounds for the probability of ruin are obtained within the framework of Sparre Andersen and Cramer–Lundberg risk models.
About the authors
A. A. Muromskaya
Faculty of Mechanics and Mathematics, Leninskie Gory
Author for correspondence.
Email: anastasia.muromskaya.msu@gmail.com
Russian Federation, Moscow, 119991
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