Tail bounds for the distribution of the deficit in the renewal risk model (Q974800)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail bounds for the distribution of the deficit in the renewal risk model |
scientific article |
Statements
Tail bounds for the distribution of the deficit in the renewal risk model (English)
0 references
8 June 2010
0 references
probability of ruin
0 references
deficit at ruin
0 references
renewal equation
0 references
failure rate
0 references
DFR
0 references
IFR
0 references
adjustment coefficient
0 references
Lundberg condition
0 references
stop-loss premium
0 references
0 references
