Boikov, A. V. The Cramér-Lundberg model with stochastic premium process. (English. Russian original) Zbl 1033.60093 Theory Probab. Appl. 47, No. 3, 489-493 (2002); translation from Teor. Veroyatn. Primen. 47, No. 3, 549-553 (2002). The classical ruin problem is extended in a natural and clever way: the non-ruin probability is chosen as a measure of payment ability. Integral equations and exponential bounds for the non-ruin probability are obtained; they are similar to their counterparts in the Cramér-Lundberg model. Reviewer: George Stoica (Saint John) Cited in 1 ReviewCited in 26 Documents MSC: 60K30 Applications of queueing theory (congestion, allocation, storage, traffic, etc.) 91B30 Risk theory, insurance (MSC2010) Keywords:Cramér-Lundberg model; exponential bounds; adjustment coefficient PDF BibTeX XML Cite \textit{A. V. Boikov}, Theory Probab. Appl. 47, No. 3, 489--493 (2002; Zbl 1033.60093); translation from Teor. Veroyatn. Primen. 47, No. 3, 549--553 (2002) Full Text: DOI