Two-sided bounds for renewal equations and ruin quantities
From MaRDI portal
(Redirected from Publication:6549585)
Recommendations
- Refinements of two-sided bounds for renewal equations
- Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model
- Tail bounds for the distribution of the deficit in the renewal risk model
- Sequences of improved two-sided bounds for the renewal function and the solutions of renewal-type equations
- Lundberg inequalities for renewal equations
Cites work
- A unified approach to the study of tail probabilities of compound distributions
- Aging properties and bounds for ruin probabilities and stop-loss premiums
- An upper bound for the probability of ultimate ruin
- Analysis of a defective renewal equation arising in ruin theory
- Aspects of risk theory
- Bounds for classical ruin probabilities
- Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions
- Bounds for the probability and severity of ruin in the Sparre Andersen model
- Bounds for the renewal function
- Bounds on compound distributions and stop-loss premiums
- scientific article; zbMATH DE number 54039 (Why is no real title available?)
- scientific article; zbMATH DE number 1040052 (Why is no real title available?)
- scientific article; zbMATH DE number 1093829 (Why is no real title available?)
- scientific article; zbMATH DE number 805121 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- Linear Bounds on the Renewal Function
- Lundberg inequalities for renewal equations
- Non-exponential bounds for stop-loss premiums and ruin probabilities
- Nonexponential asymptotics for the solutions of renewal equations, with applications
- On higher-order properties of compound geometric distributions
- On the discounted penalty function in the renewal risk model with general interclaim times
- On the Distribution of the Surplus Prior and at Ruin
- On the distribution of the surplus prior to ruin
- Ordering of risks and ruin probabilities
- Preservation of certain classes of life distributions under Poisson shock models
- Refinements and distributional generalizations of Lundberg's inequality
- Refinements of bounds for tails of compound distributions and ruin probabilities
- Refinements of two-sided bounds for renewal equations
- Ruin probabilities
- Some improvements on the Lundberg bound for the ruin probability
- Surplus analysis of Sparre Andersen insurance risk processes
- Tail bounds for the distribution of the deficit in the renewal risk model
- Tail bounds for the joint distribution of the surplus prior to and at ruin
- The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
- Two approximations of renewal function for any arbitrary lifetime distribution
- Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist
- Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model
Cited in
(1)
This page was built for publication: Two-sided bounds for renewal equations and ruin quantities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6549585)