Geodesic
Generalization of Lundberg's inequality for the case of stock insurance company
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 1 (2017), pp. 32-36

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The ruin probability of an insurance company paying dividends according to a barrier strategy with a step barrier function is considered. Upper bounds for the probability of ruin are obtained within the framework of Sparre Andersen and Cramer–Lundberg risk models. 
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     author = {A. A. Muromskaya},
     title = {Generalization of {Lundberg's} inequality for the case of stock insurance company},
     journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
     pages = {32--36},
     publisher = {mathdoc},
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     year = {2017},
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     url = {http://geodesic.mathdoc.fr/item/VMUMM_2017_1_a4/}
}
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A. A. Muromskaya. Generalization of Lundberg's inequality for the case of stock insurance company. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 1 (2017), pp. 32-36. http://geodesic.mathdoc.fr/item/VMUMM_2017_1_a4/