Tail bounds for the distribution of the deficit in the renewal risk model
type: Item
instance of: scholarly article
title: Tail bounds for the distribution of the deficit in the renewal risk model
zbMATH Open document ID: 1189.91080
author: Georgios Psarrakos
published in: Insurance Mathematics \& Economics
publication date: 2010-06-08T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5717851
zbMATH Keywords: probability of ruin
zbMATH Keywords: deficit at ruin
zbMATH Keywords: renewal equation
zbMATH Keywords: failure rate
zbMATH Keywords: DFR
zbMATH Keywords: IFR
zbMATH Keywords: adjustment coefficient
zbMATH Keywords: Lundberg condition
zbMATH Keywords: stop-loss premium
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2008.05.014
OpenAlex ID: W1996207632
cites work: Q5333460
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DOI: 10.1016/J.INSMATHECO.2008.05.014
description: scientific article; zbMATH DE number 5717851