Some improvements on the Lundberg bound for the ruin probability (Q1380616): Difference between revisions

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Property / cites work: An upper bound for the probability of ultimate ruin / rank
 
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Property / cites work: Q3868650 / rank
 
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Property / cites work: Tail of compound distributions and excess time / rank
 
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Property / cites work: Q3218851 / rank
 
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Property / cites work: Q4301147 / rank
 
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Property / cites work: Refinements and distributional generalizations of Lundberg's inequality / rank
 
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Property / cites work: Simplified bounds on the tails of compound distributions / rank
 
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Property / cites work: Lundberg bounds on the tails of compound distributions / rank
 
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Latest revision as of 11:28, 28 May 2024

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Some improvements on the Lundberg bound for the ruin probability
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    Some improvements on the Lundberg bound for the ruin probability (English)
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    18 January 1999
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    lifetime distribution
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    compound distribution
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    risk model
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    NBU distribution
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    Weibull model
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