Refinements and distributional generalizations of Lundberg's inequality (Q1341326)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Refinements and distributional generalizations of Lundberg's inequality |
scientific article |
Statements
Refinements and distributional generalizations of Lundberg's inequality (English)
0 references
9 January 1995
0 references
new worse than used distribution
0 references
new worse than used in expectation
0 references
martingale
0 references
Markov's inequality
0 references
upper bound
0 references
total claims distribution
0 references
convex ordering
0 references
claim size distributions
0 references
failure rate
0 references
mean residual lifetime
0 references
Pareto bounds
0 references
ruin probabilities
0 references
