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Regularization and error estimate of infinite-time ruin probabilities for Cramer-Lundberg modelIn this article, we consider the problem of finding the ultimate ruin probability in the classical
Estimation of ruin probability for multivariate collective risk modelEstimation of ruin probability of insurance company for multivariate collective risk model
On ruin probabilities with investments in a risky asset with a regime-switching priceOn ruin probabilities with investments in a risky asset with a regime-switching price
Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck processWe study the asymptotic of the ruin probability for a process which is the solution of linear SDE
Convergence of Insurance Payout Stochastic Processes to Generalized Poisson Process is obtained, which allows us to use well-known formulas for estimating an insurance company’s ruin probability
Binomial probability estimates with restrictions on their d-risks of the problem of optimal estima-tion. This problem was reduced to assessing the probability of success in a
Convergence of Insurance Payout Stochastic Processes to Generalized Poisson Process is obtained, which allows us to use well-known formulas for estimating an insurance company’s ruin probability
Asymptotic expansion of the coverage probability of James-stein estimators probability of the confidence sets recentered in [W. James and C. Stein, Estimation with quadratic loss
In the insurance business risky investments are dangerous: the case of negative risk sums of the ruin probabilities for the case of exponentially distributed benefits. As in the case of non
Asymptotic expansion of the coverage probability of James-stein estimators probability of the confidence sets recentered in [W. James and C. Stein, Estimation with quadratic loss
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