Pages that link to "Item:Q5430553"
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The following pages link to Non-exponential bounds for stop-loss premiums and ruin probabilities (Q5430553):
Displaying 14 items.
- Tail bounds for the joint distribution of the surplus prior to and at ruin (Q939345) (← links)
- Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model (Q997081) (← links)
- Refinements of bounds for tails of compound distributions and ruin probabilities (Q2079137) (← links)
- Refinements of two-sided bounds for renewal equations (Q2276218) (← links)
- On the integrated tail of the deficit in the renewal risk model (Q2516397) (← links)
- Some new bounds for the mean value function of the residual lifetime process (Q2670784) (← links)
- Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
- Bounds for the renewal function and related quantities (Q2684934) (← links)
- SOME NEW BOUNDS FOR THE RENEWAL FUNCTION (Q3431058) (← links)
- A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications (Q3619671) (← links)
- Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion (Q5014499) (← links)
- Two-sided bounds for renewal equations and ruin quantities (Q6549585) (← links)
- Improved bounds on tails of convolutions of compound distributions: application to ruin probabilities for the risk process perturbed by diffusion (Q6556760) (← links)
- General bounds for the deficit distribution at ruin in the sparre Andersen model (Q6660041) (← links)
