Geodesic
Ruin probability in models with stochastic premiums
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 4 (2020), pp. 57-61

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The probability of ruin of an insurance company is studied under two different risk models with stochastic premiums. Upper bounds for the probability of ruin are obtained provided that either the aggregate claims process or the aggregate premium process is constructed using the renewal process. 
@article{VMUMM_2020_4_a8,
     author = {A. A. Muromskaya},
     title = {Ruin probability in models with stochastic premiums},
     journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
     pages = {57--61},
     publisher = {mathdoc},
     number = {4},
     year = {2020},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMUMM_2020_4_a8/}
}
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A. A. Muromskaya. Ruin probability in models with stochastic premiums. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 4 (2020), pp. 57-61. http://geodesic.mathdoc.fr/item/VMUMM_2020_4_a8/