Refinements of bounds for tails of compound distributions and ruin probabilities
type: Item
instance of: scholarly article
title: Refinements of bounds for tails of compound distributions and ruin probabilities
author: Panos Xenos
author: Stathis Chadjiconstantinidis
published in: Applied Mathematics and Computation
publication date: 2022-03-04T00:00:00Z
Mathematics Subject Classification ID: 60Kxx
Mathematics Subject Classification ID: 62Pxx
Mathematics Subject Classification ID: 91Bxx
zbMATH DE Number: 7484252
zbMATH Keywords: compound distribution
zbMATH Keywords: heavy-tailed distribution
zbMATH Keywords: compound geometric distribution
zbMATH Keywords: compound negative binomial distribution
zbMATH Keywords: compound Poisson distribution
zbMATH Keywords: compound logarithmic distribution
zbMATH Keywords: adjustment coefficient
zbMATH Keywords: truncated Cramér-Lundberg condition
MaRDI profile type: Publication
full work available at URL: j.amc.2022.126948
OpenAlex ID: W4207063763
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DOI: 10.1016/J.AMC.2022.126948
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description: scientific article; zbMATH DE number 7484252