Cybernetics and Systems Analysis

, Volume 54, Issue 2, pp 242–248 | Cite as

On the Continuous Dependence of Non-Ruin Probability on Claim Distribution Function in the Classical Risk Model

  • V. O. Boldyreva
  • G. M. Shevchenko


The Cramer–Lundberg model is considered as a model of insurance company. Since it is impossible to obtain an explicit solution for the non-ruin probability function of insurance company for an arbitrary distribution of the values of insurance claims, the authors consider the problem of estimating the convergence of the original non-ruin probability to one that would be obtained by approximating the values of claim distribution function.


Cramer–Lundberg model risk process convergence ruin probability 


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© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Vasyl’ Stus Donetsk National UniversityVinnytsiaUkraine
  2. 2.Taras Shevchenko National University of KyivKyivUkraine

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