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Bounds on stop-loss premiums and ruin probabilities - MaRDI portal

Bounds on stop-loss premiums and ruin probabilities (Q1182777)

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scientific article; zbMATH DE number 32026
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English
Bounds on stop-loss premiums and ruin probabilities
scientific article; zbMATH DE number 32026

    Statements

    Bounds on stop-loss premiums and ruin probabilities (English)
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    28 June 1992
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    analytical bounds
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    infinite ruin probability
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    upper and lower bounds
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    stop-loss premiums
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    compound Poisson distribution
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    ruin probabilities
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    known expectation
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