Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model (Q997081): Difference between revisions

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+Second Order Behaviour of Ruin Probabilities
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+Normal rank
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+Aging properties and bounds for ruin probabilities and stop-loss premiums
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+Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist
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+A unified approach to the study of tail probabilities of compound distributions
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+Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model
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+Non-exponential bounds for stop-loss premiums and ruin probabilities
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+Bounds for classical ruin probabilities
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+Normal rank
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+An upper bound for the probability of ultimate ruin
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+On the Distribution of the Deficit at Ruin when Claims are Phase-type
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+Aspects of risk theory
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+Normal rank
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+Bounds for the probability and severity of ruin in the Sparre Andersen model
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+Approximating<i>M</i>/<i>G</i>/1 Waiting Time Tail Probabilities
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+On the concavity of the waiting-time distribution in some <i>GI</i>/<i>G</i>/1 queues
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+Compound geometric residual lifetime distributions and the deficit at ruin.
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+Exact and approximate properties of the distribution of surplus before and after ruin
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+Lundberg approximations for compound distributions with insurance applications
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+Lundberg inequalities for renewal equations
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