Refinements of two-sided bounds for renewal equations (Q2276218): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2010.10.013
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+W1994697708
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@@ Property / cites work @@
+Q4158362
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@@ Property / cites work @@
+On a risk model with dependence between interclaim arrivals and claim sizes
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+Aging properties and bounds for ruin probabilities and stop-loss premiums
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+Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist
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+Some improvements on the Lundberg bound for the ruin probability
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+Non-exponential bounds for stop-loss premiums and ruin probabilities
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+Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model
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+On the distribution of the surplus prior to ruin
@@ Property / cites work: On the distribution of the surplus prior to ruin / rank @@
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+Preservation of certain classes of life distributions under Poisson shock models
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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+Q4076577
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+Tail bounds for the joint distribution of the surplus prior to and at ruin
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+A solution to the ruin problem for Pareto distributions.
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@@ Property / cites work @@
+Q4004226
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+Q4367948
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+On the Distribution of the Surplus Prior and at Ruin
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@@ Property / cites work @@
+Q4851818
@@ Property / cites work: Q4851818 / rank @@
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@@ Property / cites work @@
+Refinements and distributional generalizations of Lundberg's inequality
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+Compound geometric residual lifetime distributions and the deficit at ruin.
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+Lundberg inequalities for renewal equations
@@ Property / cites work: Lundberg inequalities for renewal equations / rank @@
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