Estimation of ruin probabilities (Q1169998)

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scientific article

Language	Label	Description	Also known as
English	Estimation of ruin probabilities	scientific article

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scholarly article

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Estimation of ruin probabilities (English)

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zbMATH Open document ID

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10.1016/0167-6687(82)90007-5

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Jozef L. Teugels

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Insurance Mathematics \& Economics

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publication date

1982

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

estimation of ruin probabilities

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compound Poisson claim size process

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finite planning horizon

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/0167-6687(82)90007-5

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Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints

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Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions

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Numerical best bounds on stop-loss premiums

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Upper bounds on stop-loss premiums under constraints on claim size distribution

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Sitelinks

Mathematics(1 entry)

mardi Publication:1169998

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