Bounds for the Ruin Probability of a Discrete-Time Risk Process (Q3621150)

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Bounds for the Ruin Probability of a Discrete-Time Risk Process
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    title
    Bounds for the Ruin Probability of a Discrete-Time Risk Process (English)
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    author
    M. Diasparra
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    Rosario Romera
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    publication date
    14 April 2009
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    Mathematics Subject Classification ID
    91B30
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    60K10
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    60J05
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    zbMATH DE Number
    5543696
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    zbMATH Keywords
    risk process
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    ruin probability
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    Lundberg's inequality
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    proportional reinsurance
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