An upper bound for the probability of ultimate ruin (Q4322968): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:56, 6 February 2024
scientific article; zbMATH DE number 722060
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An upper bound for the probability of ultimate ruin |
scientific article; zbMATH DE number 722060 |
Statements
An upper bound for the probability of ultimate ruin (English)
0 references
13 February 1995
0 references
continuous time risk model
0 references
upper bound
0 references
compound Poisson risk model
0 references
Lundberg's inequality
0 references
probability of ultimate ruin
0 references
moment generating function
0 references
individual claim amount distribution
0 references
