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.

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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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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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