Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison
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Publication:5718368
DOI10.1080/10920277.1999.10595805zbMath1082.91538OpenAlexW1971342095MaRDI QIDQ5718368
Publication date: 13 January 2006
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.1999.10595805
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Cites Work
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- Risk theory for the compound Poisson process that is perturbed by diffusion
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- Aspects of risk theory
- On ladder height distributions of general risk processes
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- Refinements and distributional generalizations of Lundberg's inequality
- Lundberg bounds on the tails of compound distributions
- On the local behaviour of ladder height distributions
- A non-exponential generalization of an inequality arising in queueing and insurance risk
- Tail of compound distributions and excess time
- Two-sided bounds of ruin probabilities
