Some improvements on the Lundberg bound for the ruin probability (Q1380616): Difference between revisions
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Property / cites work: An upper bound for the probability of ultimate ruin / rank | |||
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Property / cites work: Q3868650 / rank | |||
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Property / cites work: Tail of compound distributions and excess time / rank | |||
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Property / cites work: Q3218851 / rank | |||
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Property / cites work: Q4301147 / rank | |||
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Property / cites work: Refinements and distributional generalizations of Lundberg's inequality / rank | |||
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Property / cites work: Simplified bounds on the tails of compound distributions / rank | |||
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Latest revision as of 11:28, 28 May 2024
scientific article
Language | Label | Description | Also known as |
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English | Some improvements on the Lundberg bound for the ruin probability |
scientific article |
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Some improvements on the Lundberg bound for the ruin probability (English)
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18 January 1999
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lifetime distribution
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compound distribution
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risk model
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NBU distribution
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Weibull model
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