Malinovskii, Vsevolod K.; Kosova, Ksenia O. - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 184-193
Ruin capital is a function of premium rate set to render the probability of ruin within finite time equal to a given value. The analytical studies of this function in the classical Lundberg model of risk with exponential claim sizes done in Malinovskii (2014) have shown that the ruin capital’s...