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Information × Registration Number 0211U002347, 0108U001590 , R & D reports Title Calculation of probability of undestruction of insurance company which functions on (B,S) - market. popup.stage_title Head Bondarev B., Registration Date 03-02-2011 Organization Donetsk National University popup.description2 It was proposed the mathematical model, which describes the price evolution of the shares, it was proved its arbitrage-free. On the basis of the inequality of Kolmoforov-Hajek-Renyi were built lower estimates for the non-ruin probability of the underwriter in a case of the classical Cramer-Lundberg Model, in a case of the Cramer-Lundberg model with the stochastic bonuses and also for the same models, but when it is possible to invest both risk and non-risk assets. Product Description popup.authors Сімогін Анатолій Анатолійович popup.nrat_date 2020-04-02 Close
R & D report
Head: Bondarev B.. Calculation of probability of undestruction of insurance company which functions on (B,S) - market.. (popup.stage: ). Donetsk National University. № 0211U002347
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Updated: 2026-03-18