Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist

Scandinavian Actuarial Journal

Volumn 1999, Issue 1, 1999, Pages 80-92

  Cai, Jun ^a   Garrido, José ^b  

^a UNIVERSITY OF WATERLOO   (Canada)

^b Dept of Electrical and Computer Engineering   (Canada)

Author keywords

Compound geometric distribution; Compound Poisson model; Heavy tailed distribution; Light tailed distribution; Medium tailed distribution; Renewal equation; Ruin probability

Indexed keywords

EID: 0009086177     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461230050131894     Document Type: Article

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