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

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Abstract

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.

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Authors and Affiliations

  1. Vasyl’ Stus Donetsk National University, Vinnytsia, Ukraine

    V. O. Boldyreva

  2. Taras Shevchenko National University of Kyiv, Kyiv, Ukraine

    G. M. Shevchenko

Authors
  1. V. O. Boldyreva
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  2. G. M. Shevchenko
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Corresponding author

Correspondence to V. O. Boldyreva.

Additional information

Translated from Kibernetika i Sistemnyi Analiz, No. 2, March–April, 2018, pp. 78–84.

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Boldyreva, V.O., Shevchenko, G.M. On the Continuous Dependence of Non-Ruin Probability on Claim Distribution Function in the Classical Risk Model. Cybern Syst Anal 54, 242–248 (2018). https://doi.org/10.1007/s10559-018-0025-0

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  • DOI: https://doi.org/10.1007/s10559-018-0025-0

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