Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist (Q4258734)
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scientific article; zbMATH DE number 1336598
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist |
scientific article; zbMATH DE number 1336598 |
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Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist (English)
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14 September 1999
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ruin probabilities
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adjustment coefficients
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compound Poisson models
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compound geometric distributions
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renewal equations
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heavy-tailed distributions
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truncated Cramer-Lundberg condition
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