Two-Sided Bounds for Tails of Compound Negative Binomial Distributions in the Exponential and Heavy-Tailed Cases

DOI10.1080/034612300750066818zbMath0971.91037OpenAlexW2066012872MaRDI QIDQ2739859

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Publication date: 16 September 2001

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/034612300750066818

zbMATH Keywords

stop-loss premiumadjustment coefficientcompound Poisson distributiontail distributioncompound negative binomial distribution

Mathematics Subject Classification ID

Related Items (2)

On mixed censored \(\delta \)-shock models ⋮ Refinements of bounds for tails of compound distributions and ruin probabilities

Cites Work

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• The NBUC and NWUC classes of life distributions
• Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist
• Upper bounds for the tail of the compound negative binomial distribution
• Tail of compound distributions and excess time
• A unified approach to the study of tail probabilities of compound distributions

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