A non-exponential generalization of an inequality arising in queueing and insurance risk

DOI10.2307/3215275MaRDI QIDQ4877415zbMATHOpenAlexFDO

Authors Gordon E. Willmot

Publication date 21 October 1996

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3215275

zbMATH Keywords

renewal processfailure rateinsurance ruin theoryLundsberg's inequality

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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Cited in

(7)

• Aging properties and bounds for ruin probabilities and stop-loss premiums
• Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison
• A queueing/inventory and an insurance risk model
• scientific article; zbMATH DE number 3998915 (Why is no real title available?)
• Non-exponential Bounds for Ruin Probability with Interest Effect Included
• Nonparametric statistical analysis of an upper bound of the ruin probability under large claims
• On upper bounds for the tail distribution of geometric sums of subexponential random variables

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