Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions

Insurance: Mathematics and Economics

Volumn 21, Issue 1, 1997, Pages 25-42

  Willmot, Gordon E ^a  

^a UNIVERSITY OF WATERLOO   (Canada)

Author keywords

Failure rate; Lundberg bound; Mean residual lifetime; Ruin theory; S equilibrium distribution

Indexed keywords

EID: 0031591987     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(97)00016-4     Document Type: Article

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