Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist (Q4258734): Difference between revisions

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Latest revision as of 22:35, 28 May 2024

scientific article; zbMATH DE number 1336598
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English
Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist
scientific article; zbMATH DE number 1336598

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    Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist (English)
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    14 September 1999
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    ruin probabilities
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    adjustment coefficients
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    compound Poisson models
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    compound geometric distributions
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    renewal equations
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    heavy-tailed distributions
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    truncated Cramer-Lundberg condition
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