@misc{Michna_Zbigniew_Ruin_2010,
 author={Michna, Zbigniew},
 year={2010},
 rights={Wszystkie prawa zastrzeżone (Copyright)},
 publisher={Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu},
 description={Mathematical Economics, 2010, Nr 6 (13), s. 65-74},
 language={eng},
 abstract={In this article we investigate the classical risk process. We derive a formula for the ruin probability on a finite time horizon for zero initial capital that is Cramér’s formula and for an arbitrary initial capital that is Seal’s formula. Applying these formulas and the approximation of a gamma process by compound Poisson processes we obtain a formula for the supremum distribution of a gamma process with a linear drift.},
 title={Ruin probability on a finite time horizon},
 type={artykuł},
 keywords={classical risk process, finite time ruin probability, Cramer’s formula, Seal’s formula, gamma process},
}