Bounds for the probability and severity of ruin in the Sparre Andersen model

DOI10.1016/j.insmatheco.2004.11.001zbMath1117.91383MaRDI QIDQ2485542

Konstadinos Politis

Publication date: 5 August 2005

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.11.001

zbMATH Keywords

Sparre Andersen model; Ruin probability; Severity of ruin

Mathematics Subject Classification ID

60K10: Applications of renewal theory (reliability, demand theory, etc.)

60K05: Renewal theory

Related Items

Tail bounds for the joint distribution of the surplus prior to and at ruin, Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model, SOME NEW BOUNDS FOR THE RENEWAL FUNCTION

Cites Work

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• On a Class of Renewal Risk Processes