A generalization of Gerber's inequality for ruin probabilities in risk-switching models (Q1687220)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A generalization of Gerber's inequality for ruin probabilities in risk-switching models
scientific article

    Statements

    A generalization of Gerber's inequality for ruin probabilities in risk-switching models (English)
    0 references
    0 references
    0 references
    22 December 2017
    0 references
    risk operators
    0 references
    risk-switching models
    0 references
    ruin probabilities
    0 references
    Gerber's inequality
    0 references
    Markov chains
    0 references

    Identifiers