Fundamentalʹnaâ i prikladnaâ matematika, Tome 2 (1996) no. 4, pp. 1055-1100
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V. V. Kalashnikov; D. G. Konstantinidis. Ruin probability. Fundamentalʹnaâ i prikladnaâ matematika, Tome 2 (1996) no. 4, pp. 1055-1100. http://geodesic.mathdoc.fr/item/FPM_1996_2_4_a7/
@article{FPM_1996_2_4_a7,
author = {V. V. Kalashnikov and D. G. Konstantinidis},
title = {Ruin probability},
journal = {Fundamentalʹna\^a i prikladna\^a matematika},
pages = {1055--1100},
year = {1996},
volume = {2},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/FPM_1996_2_4_a7/}
}
TY - JOUR
AU - V. V. Kalashnikov
AU - D. G. Konstantinidis
TI - Ruin probability
JO - Fundamentalʹnaâ i prikladnaâ matematika
PY - 1996
SP - 1055
EP - 1100
VL - 2
IS - 4
UR - http://geodesic.mathdoc.fr/item/FPM_1996_2_4_a7/
LA - ru
ID - FPM_1996_2_4_a7
ER -
%0 Journal Article
%A V. V. Kalashnikov
%A D. G. Konstantinidis
%T Ruin probability
%J Fundamentalʹnaâ i prikladnaâ matematika
%D 1996
%P 1055-1100
%V 2
%N 4
%U http://geodesic.mathdoc.fr/item/FPM_1996_2_4_a7/
%G ru
%F FPM_1996_2_4_a7
A short review on ruin probabilities in the collective risk theory is given. Two-sided bounds of ruin probabilities are proposed for a classical risk model. In the case where Cramér's condition holds, these bounds coincide with those obtained by Rossberg and Siegel. In the heavy-tailed case, the estimates proposed are new.
