Non-exponential Bounds for Ruin Probability with Interest Effect Included (Q4258733): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q3773148 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Classical risk theory in an economic environment / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4139359 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Lundberg bounds on the tails of compound distributions / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Refinements and distributional generalizations of Lundberg's inequality / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A non-exponential generalization of an inequality arising in queueing and insurance risk / rank | |||
Normal rank | |||
Latest revision as of 21:35, 28 May 2024
scientific article; zbMATH DE number 1336597
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-exponential Bounds for Ruin Probability with Interest Effect Included |
scientific article; zbMATH DE number 1336597 |
Statements
Non-exponential Bounds for Ruin Probability with Interest Effect Included (English)
0 references
14 September 1999
0 references
ruin probability
0 references
martingale inequalities
0 references
Lundberg's inequality
0 references
new worse then used distribution
0 references
new better then used distribution
0 references
decreasing failure rate distribution
0 references
investment income
0 references
interest rates
0 references
