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Calculation of the probability of ruin of an insurance company with consideration of reinsurance |
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| Authors: | E V Glukhova E V Kapustin |
| Abstract: | A formula for calculating the probability of ruin of an insurance company is derived with consideration of reinsurance. Asymptotes to this probability are examined for a company with large capital. Anzhero-Sudzhensk Branch of Kemerovo State University. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 4, pp. 3–9, April, 2000. |
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