Refinements and distributional generalizations of Lundberg's inequality (Q1341326): Difference between revisions

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Refinements and distributional generalizations of Lundberg's inequality
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    Refinements and distributional generalizations of Lundberg's inequality (English)
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    9 January 1995
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    new worse than used distribution
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    new worse than used in expectation
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    martingale
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    Markov's inequality
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    upper bound
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    total claims distribution
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    convex ordering
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    claim size distributions
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    failure rate
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    mean residual lifetime
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    Pareto bounds
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    ruin probabilities
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