Lundberg approximations for compound distributions with insurance applications

zbMath0962.62099MaRDI QIDQ1589920

Gordon E. Willmot, X. Sheldon Lin

Publication date: 19 December 2000

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

zbMATH Keywords

reliabilitycompound geometric distributionsseverity of ruintime of ruincompound distributionsasymptotic tail behaviourErlang mixturesbounds based on reliability classificationsbounds on ratios of discrete tail probabilitiescompound negative binomial distributionsdelayed renewal risk processesequilibrium renewal risk processesinsurance risk modelingLundberg approximationsmixed Poisson distributionsmixture representations of conditional distributionsparametric boundsTijms approximationsWald-type martingale approach

Mathematics Subject Classification ID

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