Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model
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Publication:997081
DOI10.1016/J.INSMATHECO.2006.09.001zbMath1119.91050OpenAlexW2010020536MaRDI QIDQ997081
Stathis Chadjiconstantinidis, Konstadinos Politis
Publication date: 19 July 2007
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.09.001
Related Items (12)
Some new bounds for the mean value function of the residual lifetime process ⋮ Bounds for the renewal function and related quantities ⋮ Refinement bounds for the expected number of renewal epochs over a finite interval ⋮ Tail bounds for the joint distribution of the surplus prior to and at ruin ⋮ Exponential approximation to Weibull renewal with decreasing failure rate ⋮ Bounds for the probability and severity of ruin in the Sparre Andersen model ⋮ Tail bounds for the distribution of the deficit in the renewal risk model ⋮ Refinements of two-sided bounds for renewal equations ⋮ Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model ⋮ A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications ⋮ A note on convolutions of compound geometric distributions ⋮ Refinements of bounds for tails of compound distributions and ruin probabilities
Cites Work
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- On the Distribution of the Deficit at Ruin when Claims are Phase-type
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