Aging properties and bounds for ruin probabilities and stop-loss premiums

DOI10.1016/S0167-6687(98)00019-5zbMath0954.62123OpenAlexW2023306212MaRDI QIDQ1276456

K. Appert

Publication date: 18 February 2001

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(98)00019-5

zbMATH Keywords

new better than usedNWUstop-loss premiumruin probabilitiesnew worse than usedsub-exponential distributions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items

On the randomized Schmitter problem, Some bounds for the renewal function and the variance of the renewal process, Laplace transform ordering of actuarial quantities., Tail bounds for the joint distribution of the surplus prior to and at ruin, Bounds for the probability and severity of ruin in the Sparre Andersen model, Tail bounds for the distribution of the deficit in the renewal risk model, Non-exponential bounds for stop-loss premiums and ruin probabilities, Refinements of two-sided bounds for renewal equations, Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model, On the integrated tail of the deficit in the renewal risk model, A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications, An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion, Refinements of bounds for tails of compound distributions and ruin probabilities

Cites Work

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