Abstract
An upper bound for the ruin probability of a joint-stock insurance company is obtained, provided that the intervals between the claim times have a gamma distribution and the insurance company uses a linear barrier dividend strategy.
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Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 22, No. 3, pp. 179–189, 2018.
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Muromskaya, A.A. On the Probability of Ruin of a Joint-Stock Insurance Company in the Sparre Andersen Risk Model. J Math Sci 254, 574–581 (2021). https://doi.org/10.1007/s10958-021-05326-1
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DOI: https://doi.org/10.1007/s10958-021-05326-1