Tail bounds for the distribution of the deficit in the renewal risk model (Q974800)

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scientific article; zbMATH DE number 5717851
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Tail bounds for the distribution of the deficit in the renewal risk model
scientific article; zbMATH DE number 5717851

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    Tail bounds for the distribution of the deficit in the renewal risk model (English)
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    8 June 2010
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    probability of ruin
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    deficit at ruin
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    renewal equation
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    failure rate
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    DFR
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    IFR
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    adjustment coefficient
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    Lundberg condition
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    stop-loss premium
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