On Approximations to the Ruin Probability for the Classical Risk Process

被引：0
|
作者：
Gavrilenko S.V. [1 ,2 ,3 ]
Korolev V.Y. [1 ,2 ,3 ]
机构：
[1] Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University, Moscow
[2] Moscow Center for Fundamental and Applied Mathematics, Moscow
[3] Federal Research Center “Computer Science and Control”, Russian Academy of Sciences, Moscow
来源：
Journal of Mathematical Sciences | 2022年 / 267卷 / 1期
关键词：
D O I：
10.1007/s10958-022-06108-z
中图分类号：
学科分类号：
摘要：
New two-sided bounds are proposed for the ruin probability in the classical risk process. © 2022, Springer Science+Business Media, LLC, part of Springer Nature.
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收藏
页码：57 / 63
页数：6
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