Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist (Q4258734)
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scientific article; zbMATH DE number 1336598
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| English | Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist |
scientific article; zbMATH DE number 1336598 |
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Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist (English)
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14 September 1999
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ruin probabilities
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adjustment coefficients
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compound Poisson models
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compound geometric distributions
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renewal equations
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heavy-tailed distributions
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truncated Cramer-Lundberg condition
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0.8866854906082153
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0.8536497950553894
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0.8426700830459595
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0.8364102840423584
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