An upper bound for the probability of ultimate ruin (Q4322968)
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scientific article; zbMATH DE number 722060
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An upper bound for the probability of ultimate ruin |
scientific article; zbMATH DE number 722060 |
Statements
An upper bound for the probability of ultimate ruin (English)
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13 February 1995
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continuous time risk model
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upper bound
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compound Poisson risk model
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Lundberg's inequality
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probability of ultimate ruin
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moment generating function
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individual claim amount distribution
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