An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion (Q3103205): Difference between revisions

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+https://doi.org/10.1080/03461230903112190
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+W2162570338
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+Ordering of risks and ruin probabilities
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+Aging properties and bounds for ruin probabilities and stop-loss premiums
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+On the \(n\)th stop-loss transform order of ruin probability.
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+Some comparability results for waiting times in single- and many-server queues
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Simple approximations of ruin probabilities
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+Q4679848
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+Stochastic orders
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+On the expectations of the present values of the time of ruin perturbed by diffusion.
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+On the stop-loss transform and order for the surplus process perturbed by diffusion
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+On the ordering of ruin probabilities for the surplus process perturbed by diffusion
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+Refinements and distributional generalizations of Lundberg's inequality
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