Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist (Q4258734)
From MaRDI portal
scientific article; zbMATH DE number 1336598
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist |
scientific article; zbMATH DE number 1336598 |
Statements
Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist (English)
0 references
14 September 1999
0 references
ruin probabilities
0 references
adjustment coefficients
0 references
compound Poisson models
0 references
compound geometric distributions
0 references
renewal equations
0 references
heavy-tailed distributions
0 references
truncated Cramer-Lundberg condition
0 references
