Publicado 12 números por año
ISSN Imprimir: 1064-2315
ISSN En Línea: 2163-9337
Indexed in
On Calculation of Probability of Bankruptcy for a Non-Poisson Risk Process by the Method of Successive Approximations
SINOPSIS
Generalizations of the model of a classic risk process, describing evolution of capital of insurance company, associated with a non-Poisson flow of insurance claims and nonlinear capital growth, is considered. An integral equation for determination of bancruptcy probability is derived. Possibility of application of the method of successive approximations for solution of this equation is studied.
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Bondarev B. V., Ragulina E. Yu., On the finite-time nonruin probability of an insurance company with investments in the financial (B, S)-market, Cybernetics and Systems Analysis, 48, 5, 2012. Crossref
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Zhou Tao, Liu Xia, Hou Muzhou, Liu Chunhui, Numerical solution for ruin probability of continuous time model based on neural network algorithm, Neurocomputing, 331, 2019. Crossref