ВЕРОЯТНОСТИ БАНКРОТСТВА И ОПТИМАЛЬНОЙ СРАХОВА СТАВКА В СЛУЧАЕ ВЫПЛАТ РАСПРЕДЕЛЕННЫХ ПО ЛОГНОРМАЛЬНОГО ЗАКОНОМ

R Chornij, O Kinash - Modern engineering and innovative …, 2018 - moderntechno.de
Considered the problem of the asymptotic probability of bankruptcy for large payments
distributed by subexponential laws, especially in case of lognormal distribution. Also, it is
found an asimptotic ratio for optimal insurance rate by implementing a row