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

DOI10.2307/3215275zbMATH Open0848.60082OpenAlexW4252506980MaRDI QIDQ4877415FDOQ4877415

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

Recommendations

• scientific article; zbMATH DE number 1516544
• Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk
• scientific article; zbMATH DE number 1040052

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)

Cited In (7)

• Non-exponential Bounds for Ruin Probability with Interest Effect Included
• On upper bounds for the tail distribution of geometric sums of subexponential random variables
• A queueing/inventory and an insurance risk model
• Title not available (Why is that?)
• Nonparametric statistical analysis of an upper bound of the ruin probability under large claims
• Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison
• Aging properties and bounds for ruin probabilities and stop-loss premiums

This page was built for publication: A non-exponential generalization of an inequality arising in queueing and insurance risk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4877415)