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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+Normal rank
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+An upper bound for the probability of ultimate ruin
+Normal rank
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+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail of compound distributions and excess time
@@ Property / cites work: Tail of compound distributions and excess time / rank @@
+Normal rank
@@ Property / cites work @@
+Q3218851
@@ Property / cites work: Q3218851 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4301147
@@ Property / cites work: Q4301147 / rank @@
+Normal rank
@@ Property / cites work @@
+Refinements and distributional generalizations of Lundberg's inequality
+Normal rank
@@ Property / cites work @@
+Simplified bounds on the tails of compound distributions
+Normal rank
@@ Property / cites work @@
+Lundberg bounds on the tails of compound distributions
+Normal rank