Two-sided bounds of ruin probabilities (Q4881683)
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scientific article; zbMATH DE number 887309
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| English | Two-sided bounds of ruin probabilities |
scientific article; zbMATH DE number 887309 |
Statements
Two-sided bounds of ruin probabilities (English)
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18 September 1996
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numerical examples
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random walk
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renewal process
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two-sided bounds of ruin probabilities
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geometric sums
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geometric distribution
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0.8536497950553894
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0.8302250504493713
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0.8106576204299927
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