Geodesic
Generalization of Lundberg's inequality for the case of stock insurance company
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 1 (2017), pp. 32-36 Cet article a éte moissonné depuis la source Math-Net.Ru

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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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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/

[1] Sparre Andersen E., “On the collective theory of risk in case of contagion between the claims”, Trans. XVth Int. Congress Actuaries, v. II, N.Y., 1957, 219–229

[2] Kalashnikov V.V., Konstantinidis D.G., “Veroyatnost razoreniya”, Fund. i prikl. matem., 2:4 (1996), 1055–1100 | MR | Zbl

[3] Schmidli H., Stochastic control in insurance, Springer-Verlag, London, 2008 | MR | Zbl

[4] Albrecher H., Hartinger J., Thonhauser S., “On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model”, ASTIN Bull., 37:2 (2007), 203–233 | DOI | MR | Zbl