Nonparametric statistical analysis of an upper bound of the ruin probability under large claims (Q650744): Difference between revisions

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+https://doi.org/10.1007/s10687-009-0094-6
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+W1999937016
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@@ Property / cites work @@
+Ordering of risks and ruin probabilities
@@ Property / cites work: Ordering of risks and ruin probabilities / rank @@
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+Some improvements on the Lundberg bound for the ruin probability
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+A nonparametric sequential test with power 1 for the ruin probability in some risk models
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+Bounds for classical ruin probabilities
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+Tail of compound distributions and excess time
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+Confidence bounds for the adjustment coefficient
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+Refinements and distributional generalizations of Lundberg's inequality
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+On the relationship between bounds on the tails of compound distributions
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+Lundberg approximations for compound distributions with insurance applications
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