Refinements of bounds for tails of compound distributions and ruin probabilities (Q2079137)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Refinements of bounds for tails of compound distributions and ruin probabilities
scientific article

    Statements

    Refinements of bounds for tails of compound distributions and ruin probabilities (English)
    0 references
    0 references
    4 March 2022
    0 references
    0 references
    0 references
    0 references
    0 references
    compound distribution
    0 references
    heavy-tailed distribution
    0 references
    compound geometric distribution
    0 references
    compound negative binomial distribution
    0 references
    compound Poisson distribution
    0 references
    compound logarithmic distribution
    0 references
    adjustment coefficient
    0 references
    truncated Cramér-Lundberg condition
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references