Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions (Q595312)
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scientific article; zbMATH DE number 3837230
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions |
scientific article; zbMATH DE number 3837230 |
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Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions (English)
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1983
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constraints on claim size distributions
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incomplete information
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ordering of risks
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bounds on infinite time ruin probabilities
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partial ordering of ruin probabilities
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defective renewal equation
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