Refinements of bounds for tails of compound distributions and ruin probabilities (Q2079137)
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scientific article; zbMATH DE number 7484252
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| default for all languages | No label defined |
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| English | Refinements of bounds for tails of compound distributions and ruin probabilities |
scientific article; zbMATH DE number 7484252 |
Statements
Refinements of bounds for tails of compound distributions and ruin probabilities (English)
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4 March 2022
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compound distribution
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heavy-tailed distribution
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compound geometric distribution
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compound negative binomial distribution
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compound Poisson distribution
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compound logarithmic distribution
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adjustment coefficient
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truncated Cramér-Lundberg condition
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0.9246963
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0.9119276
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0.9111708
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0.9075136
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0.90631413
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0.9059261
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