A generalization of Gerber's inequality for ruin probabilities in risk-switching models
type: Item
instance of: scholarly article
title: A generalization of Gerber's inequality for ruin probabilities in risk-switching models
zbMATH Open document ID: 1415.91153
author: Marcin Rudź
author: L. Gajek
published in: Statistics \& Probability Letters
publication date: 2017-12-22T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60J20
Mathematics Subject Classification ID: 60K10
zbMATH DE Number: 6821202
zbMATH Keywords: risk operators
zbMATH Keywords: risk-switching models
zbMATH Keywords: ruin probabilities
zbMATH Keywords: Gerber's inequality
zbMATH Keywords: Markov chains
MaRDI profile type: Publication
full work available at URL: j.spl.2017.06.001
OpenAlex ID: W2624345266
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DOI: 10.1016/J.SPL.2017.06.001
description: scientific article; zbMATH DE number 6821202