Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions
type: Item
instance of: scholarly article
title: Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions
zbMATH Open document ID: 0527.62093
DOI: 10.1016/0304-4076(83)90076-3
published in: Journal of Econometrics
publication date: 1983-01-01T00:00:00Z
full work available at URL: https://lirias.kuleuven.be/handle/123456789/657530
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 3837230
zbMATH Keywords: constraints on claim size distributions
zbMATH Keywords: incomplete information
zbMATH Keywords: ordering of risks
zbMATH Keywords: bounds on infinite time ruin probabilities
zbMATH Keywords: partial ordering of ruin probabilities
zbMATH Keywords: defective renewal equation
author: Marc J. Goovaerts
author: Floriaen E. C. De Vylder
MaRDI profile type: Publication
OpenAlex ID: W2085342432
cites work: Duality theory for bounds on integrals with applications to stop-loss premiums
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cites work: Ordering of risks: a review
cites work: Q4167462
cites work: Use of differential and integral inequalities to bound ruin and queuing probabilities
description: scientific article; zbMATH DE number 3837230