A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications

DOI10.1080/15326340802641048zbMath1159.91412OpenAlexW1979036496MaRDI QIDQ3619671

Georgios Psarrakos, Konstadinos Politis

Publication date: 8 April 2009

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340802641048

zbMATH Keywords

renewal equationstop-loss premiumadjustment coefficientdeficit at ruinprobability of ruinLundberg conditionreliability classes

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Renewal theory (60K05)

Related Items

Monotonicity properties for solutions of renewal equations, Tail bounds for the distribution of the deficit in the renewal risk model, A note on convolutions of compound geometric distributions

Cites Work

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