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Deriving the Equation for the Non-Ruin Probability of the Insurance Company in (B, S)-market. Stochastic Claims and Stochastic Premiums
| Content Provider | Semantic Scholar |
|---|---|
| Author | Bondarev, Boris Volodumurovich Boldyreva, Valeria O. |
| Copyright Year | 2014 |
| Abstract | The integro-differential equations for the non-ruin probability, on finite and infinite time intervals, for the insurance company operating in the (B, S) -market are derived for the Cramer–Lundberg model with stochastic premiums. To derive the equations, no smooth distribution densities of premiums and claims are required. The examples are considered where the problem is reduced to the solution of differential or integral equations. |
| Starting Page | 750 |
| Ending Page | 758 |
| Page Count | 9 |
| File Format | PDF HTM / HTML |
| DOI | 10.1007/s10559-014-9665-x |
| Volume Number | 50 |
| Alternate Webpage(s) | https://page-one.springer.com/pdf/preview/10.1007/s10559-014-9665-x |
| Alternate Webpage(s) | https://doi.org/10.1007/s10559-014-9665-x |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
