Two-sided bounds for renewal equations and ruin quantities

Cites Work

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Surplus analysis of Sparre Andersen insurance risk processes
Bounds for classical ruin probabilities
Tail bounds for the joint distribution of the surplus prior to and at ruin
Tail bounds for the distribution of the deficit in the renewal risk model
On the discounted penalty function in the renewal risk model with general interclaim times
Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model
Bounds on compound distributions and stop-loss premiums
Bounds for the renewal function
Aspects of risk theory
On the distribution of the surplus prior to ruin
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
The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions
Analysis of a defective renewal equation arising in ruin theory
Refinements of bounds for tails of compound distributions and ruin probabilities
Two approximations of renewal function for any arbitrary lifetime distribution
Refinements of two-sided bounds for renewal equations
Bounds for the probability and severity of ruin in the Sparre Andersen model
Lundberg inequalities for renewal equations
On higher-order properties of compound geometric distributions
Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist
Preservation of certain classes of life distributions under Poisson shock models
An upper bound for the probability of ultimate ruin
A unified approach to the study of tail probabilities of compound distributions
Non-exponential bounds for stop-loss premiums and ruin probabilities
On the Distribution of the Surplus Prior and at Ruin
Linear Bounds on the Renewal Function
Nonexponential asymptotics for the solutions of renewal equations, with applications
Ordering of risks and ruin probabilities

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