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Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model - MaRDI portal

Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model (Q997081)

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scientific article; zbMATH DE number 5173169
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English
Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model
scientific article; zbMATH DE number 5173169

    Statements

    Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model (English)
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    19 July 2007
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    renewal risk model
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    severity of ruin
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    ruin probability
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    renewal equation
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    Identifiers