Refinements of bounds for tails of compound distributions and ruin probabilities

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

zbMATH Keywords

heavy-tailed distributioncompound distributionadjustment coefficientcompound Poisson distributioncompound geometric distributioncompound negative binomial distributioncompound logarithmic distributiontruncated Cramér-Lundberg condition

Mathematics Subject Classification ID

Mathematical economics (91Bxx) Applications of statistics (62Pxx) Special processes (60Kxx)

Related Items (1)

Volterra integral equations: an approach based on Lipschitz-continuity

Cites Work

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