Refinements and distributional generalizations of Lundberg's inequality (Q1341326)
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scientific article; zbMATH DE number 706883
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Refinements and distributional generalizations of Lundberg's inequality |
scientific article; zbMATH DE number 706883 |
Statements
Refinements and distributional generalizations of Lundberg's inequality (English)
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9 January 1995
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new worse than used distribution
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new worse than used in expectation
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martingale
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Markov's inequality
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upper bound
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total claims distribution
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convex ordering
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claim size distributions
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failure rate
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mean residual lifetime
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Pareto bounds
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ruin probabilities
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