Refinements of bounds for tails of compound distributions and ruin probabilities
From MaRDI portal
Publication:2079137
DOI10.1016/j.amc.2022.126948OpenAlexW4207063763MaRDI QIDQ2079137
Panos Xenos, Stathis Chadjiconstantinidis
Publication date: 4 March 2022
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2022.126948
heavy-tailed distributioncompound distributionadjustment coefficientcompound Poisson distributioncompound geometric distributioncompound negative binomial distributioncompound logarithmic distributiontruncated Cramér-Lundberg condition
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Surplus analysis of Sparre Andersen insurance risk processes
- Bounds for classical ruin probabilities
- Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model
- Bounds on compound distributions and stop-loss premiums
- Aspects of risk theory
- Aging properties and bounds for ruin probabilities and stop-loss premiums
- Refinements and distributional generalizations of Lundberg's inequality
- Some improvements on the Lundberg bound for the ruin probability
- On the relationship between bounds on the tails of compound distributions
- Lundberg approximations for compound distributions with insurance applications
- Refinements of two-sided bounds for renewal equations
- Bounds for the probability and severity of ruin in the Sparre Andersen model
- Two-Sided Bounds for Tails of Compound Negative Binomial Distributions in the Exponential and Heavy-Tailed Cases
- On higher-order properties of compound geometric distributions
- ApproximatingM/G/1 Waiting Time Tail Probabilities
- Asymptotic methods in reliability theory: a review
- Use of differential and integral inequalities to bound ruin and queuing probabilities
- Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist
- An upper bound for the probability of ultimate ruin
- Simplified bounds on the tails of compound distributions
- Applied Probability and Queues
- Tail of compound distributions and excess time
- A unified approach to the study of tail probabilities of compound distributions
- Non-exponential bounds for stop-loss premiums and ruin probabilities
- Ordering of risks and ruin probabilities
- Some estimates of geometric sums
This page was built for publication: Refinements of bounds for tails of compound distributions and ruin probabilities
