THE PROBABILITY OF BANKRUPTCY IN THE CASE OF “HEAVY TAILS” AND THE ADMISSIBLE INCSURANCE RATE.

Authors

  • Andrij Bilinskij Lviv National University named after Ivan Franko http://orcid.org/
  • Rostislav Chornij Lviv National University named after Ivan Franko http://orcid.org/
  • Orest Kinash Lviv National University named after Ivan Franko http://orcid.org/

DOI:

https://doi.org/10.30889/2523-4692.2018-03-01-049

Keywords:

Bankruptcy probability asymptotics, heavy tails, subexponential distributions, F-Model, admissible incsurance rate

Abstract

In this paper we consider the problem of defining the asymptotic of the bankruptcy probability in the case of large payments distributed under subexponential laws and defining an admissible insurance rate for F-model case.

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Международный научный периодический рецензируемый журнал "Modern scientific researches"

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Published

2019-06-30

How to Cite

Белинский, А., Черный, Р., & Кинаш, О. (2019). THE PROBABILITY OF BANKRUPTCY IN THE CASE OF “HEAVY TAILS” AND THE ADMISSIBLE INCSURANCE RATE. Modern Scientific Researches, 1(03-01), 74–81. https://doi.org/10.30889/2523-4692.2018-03-01-049

Issue

No. 03-01 (2018)

Section

Articles