Geodesic
On the probability of ruin of a joint-stock insurance company in the Sparre Andersen risk model
Fundamentalʹnaâ i prikladnaâ matematika, Tome 22 (2018) no. 3, pp. 179-189 Cet article a éte moissonné depuis la source Math-Net.Ru

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An upper bound for the ruin probability of a joint-stock insurance company is obtained, provided that the intervals between the claim times have a gamma distribution and the insurance company uses a linear barrier dividend strategy. 
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     author = {A. A. Muromskaya},
     title = {On the probability of ruin of a joint-stock insurance company in the {Sparre} {Andersen} risk model},
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     pages = {179--189},
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A. A. Muromskaya. On the probability of ruin of a joint-stock insurance company in the Sparre Andersen risk model. Fundamentalʹnaâ i prikladnaâ matematika, Tome 22 (2018) no. 3, pp. 179-189. http://geodesic.mathdoc.fr/item/FPM_2018_22_3_a9/

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