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JOURNALS // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika // Archive

Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2020 Number 4, Pages 57–61 (Mi vmumm4343)

This article is cited in 2 papers

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Ruin probability in models with stochastic premiums

A. A. Muromskaya

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: The probability of ruin of an insurance company is studied under two different risk models with stochastic premiums. Upper bounds for the probability of ruin are obtained provided that either the aggregate claims process or the aggregate premium process is constructed using the renewal process.

Key words: insurance, risk model with stochastic premiums, ruin probability.

UDC: 519.21

Received: 16.10.2019


 English version:
Moscow University Mathematics Bulletin, Moscow University Mеchanics Bulletin, 2020, 75:4, 177–180

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© Steklov Math. Inst. of RAS, 2026