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Refinements of bounds for tails of compound distributions and ruin probabilities - MaRDI portal

Refinements of bounds for tails of compound distributions and ruin probabilities (Q2079137)

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scientific article; zbMATH DE number 7484252
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English
Refinements of bounds for tails of compound distributions and ruin probabilities
scientific article; zbMATH DE number 7484252

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    Refinements of bounds for tails of compound distributions and ruin probabilities (English)
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    4 March 2022
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    compound distribution
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    heavy-tailed distribution
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    compound geometric distribution
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    compound negative binomial distribution
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    compound Poisson distribution
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    compound logarithmic distribution
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    adjustment coefficient
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    truncated Cramér-Lundberg condition
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