Tail bounds for the distribution of the deficit in the renewal risk model (Q974800)
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scientific article; zbMATH DE number 5717851
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| English | Tail bounds for the distribution of the deficit in the renewal risk model |
scientific article; zbMATH DE number 5717851 |
Statements
Tail bounds for the distribution of the deficit in the renewal risk model (English)
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8 June 2010
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probability of ruin
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deficit at ruin
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renewal equation
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failure rate
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DFR
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IFR
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adjustment coefficient
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Lundberg condition
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stop-loss premium
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0.9028151035308838
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0.8172398805618286
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0.8047117590904236
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0.8035066723823547
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0.8024977445602417
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