Improved bounds on tails of convolutions of compound distributions: application to ruin probabilities for the risk process perturbed by diffusion (Q6556760)
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scientific article; zbMATH DE number 7866537
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| English | Improved bounds on tails of convolutions of compound distributions: application to ruin probabilities for the risk process perturbed by diffusion |
scientific article; zbMATH DE number 7866537 |
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Improved bounds on tails of convolutions of compound distributions: application to ruin probabilities for the risk process perturbed by diffusion (English)
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17 June 2024
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compound distribution
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convolution of compound distribution
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compound geometric distribution
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truncated Cramér-Lundberg condition
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heavy-tailed distribution
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ruin probability
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Wiener process
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