Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model

DOI10.1016/j.insmatheco.2006.09.001zbMath1119.91050MaRDI QIDQ997081

Stathis Chadjiconstantinidis, Konstadinos Politis

Publication date: 19 July 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.09.001

zbMATH Keywords

ruin probability; renewal equation; severity of ruin; renewal risk model

Mathematics Subject Classification ID

Related Items

Tail bounds for the joint distribution of the surplus prior to and at ruin, Tail bounds for the distribution of the deficit in the renewal risk model, Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model, A note on convolutions of compound geometric distributions, Refinements of two-sided bounds for renewal equations, Bounds for the probability and severity of ruin in the Sparre Andersen model, Exponential approximation to Weibull renewal with decreasing failure rate, A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications

Cites Work

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