Continuity Estimates for Ruin Probabilities
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Publication:2739852
DOI10.1080/034612301750077293zbMath0971.91038MaRDI QIDQ2739852
Deimante Rusaityte, Vladimir Kalashnikov, Farida N. Enikeeva
Publication date: 16 September 2001
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/034612301750077293
60K15: Markov renewal processes, semi-Markov processes
Related Items
SIMPLE CONTINUITY INEQUALITIES FOR RUIN PROBABILITY IN THE CLASSICAL RISK MODEL, Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes, The stability of the probability of ruin, Functional sensitivity analysis of ruin probability in the classical risk models, Obituary: Vladimir Kalashnikov (May 12, 1942--March 20, 2001), Banach contraction principle and ruin probabilities in regime-switching models, Continuity inequalities for multidimensional renewal risk models, Sensitivity of the stability bound for ruin probabilities to claim distributions, Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model, Strong stability in a two-dimensional classical risk model with independent claims, The morphing of fluid queues into Markov-modulated Brownian motion
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