General bounds for the deficit distribution at ruin in the sparre Andersen model (Q6660041)
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scientific article; zbMATH DE number 7964487
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| English | General bounds for the deficit distribution at ruin in the sparre Andersen model |
scientific article; zbMATH DE number 7964487 |
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General bounds for the deficit distribution at ruin in the sparre Andersen model (English)
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10 January 2025
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risk operator
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sparre Andersen model
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deficit distribution at ruin
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upper and lower bounds
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new better/worse than used distribution
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