A generalization of Gerber's inequality for ruin probabilities in risk-switching models (Q1687220)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6821202
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A generalization of Gerber's inequality for ruin probabilities in risk-switching models |
scientific article; zbMATH DE number 6821202 |
Statements
A generalization of Gerber's inequality for ruin probabilities in risk-switching models (English)
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
0 references
0 references
0.8193325996398926
0 references
0.8116785883903503
0 references
0.7935405969619751
0 references
0.7929185628890991
0 references
0.7833488583564758
0 references
