Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions (Q1381471)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions |
scientific article |
Statements
Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions (English)
0 references
8 November 1999
0 references
The author establishes bounds for the right tail of the total claims distribution. Upper, lower and moment based Pareto bounds are obtained. Estimates are given in terms of the equilibrium distribution and the mean residual lifetime. Some generalizations with higher-order equilibrium distributions are given.
0 references
Lundberg bound
0 references
failure rates
0 references
mean residual lifetime
0 references
ruin theory
0 references
s-equilibrium distribution
0 references
0 references
