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Two-sided bounds of ruin probabilities - MaRDI portal

Two-sided bounds of ruin probabilities (Q4881683)

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scientific article; zbMATH DE number 887309
Language Label Description Also known as
English
Two-sided bounds of ruin probabilities
scientific article; zbMATH DE number 887309

    Statements

    title
    Two-sided bounds of ruin probabilities (English)
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    publication date
    18 September 1996
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    zbMATH Keywords
    numerical examples
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    random walk
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    renewal process
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    two-sided bounds of ruin probabilities
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    geometric sums
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    geometric distribution
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    60K10
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    60G50
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    91B30
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    zbMATH DE Number
    887309
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    OpenAlex ID
    W2020585108
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