Pages that link to "Item:Q2759815"
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The following pages link to Lundberg inequalities for renewal equations (Q2759815):
Displaying 26 items.
- The Gerber-Shiu function and the generalized Cramér-Lundberg model (Q426292) (← links)
- On the Gerber-Shiu function and change of measure (Q659175) (← links)
- On the analysis of ruin-related quantities in the delayed renewal risk model (Q903333) (← links)
- Tail bounds for the joint distribution of the surplus prior to and at ruin (Q939345) (← links)
- Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications (Q993692) (← links)
- Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model (Q997081) (← links)
- The expected discounted penalty function under a risk model with stochastic income (Q1045826) (← links)
- Compound geometric residual lifetime distributions and the deficit at ruin. (Q1413328) (← links)
- Lundberg-type bounds and asymptotics for the moments of the time to ruin (Q2270189) (← links)
- Refinements of two-sided bounds for renewal equations (Q2276218) (← links)
- Upper and lower bounds for the solutions of Markov renewal equations (Q2433241) (← links)
- Ruin probabilities with a Markov chain interest model (Q2485524) (← links)
- On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times (Q2514601) (← links)
- Asymptotics for solutions of a defective renewal equation with applications (Q2519356) (← links)
- Some bounds for the renewal function and the variance of the renewal process (Q2673956) (← links)
- Bounds for the renewal function and related quantities (Q2684934) (← links)
- A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications (Q3619671) (← links)
- “Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model”, Andrew C. Y. Ng and Hailiang Yang, April 2005 (Q5018711) (← links)
- Subexponential potential asymptotics with applications (Q5055328) (← links)
- Discrete Lundberg-type bounds with actuarial applications (Q5429600) (← links)
- Non-exponential bounds for stop-loss premiums and ruin probabilities (Q5430553) (← links)
- The deficit at ruin in the stationary renewal risk model (Q5467660) (← links)
- Nonexponential asymptotics for the solutions of renewal equations, with applications (Q5754690) (← links)
- Two-sided bounds for renewal equations and ruin quantities (Q6549585) (← links)
- Improved bounds on tails of convolutions of compound distributions: application to ruin probabilities for the risk process perturbed by diffusion (Q6556760) (← links)
- Exponential and Pareto-type bounds for the renewal function and the excess lifetime of a renewal process (Q6648835) (← links)
