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Volumn 23, Issue 1, 1998, Pages 33-43

Aging properties and bounds for ruin probabilities and stop-loss premiums

Author keywords

New better than used (NBU); New worse than used (NWU); Ruin probability; Stop loss premium; Sub exponential distributions

Indexed keywords


EID: 0032585126     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(98)00019-5     Document Type: Article
Times cited : (19)

References (17)
  • 2
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    • Brown, M., 1990. Error bounds for exponential approximations of geometric convolutions. The Annals of Probability 18, 1388-1402.
    • (1990) The Annals of Probability , vol.18 , pp. 1388-1402
    • Brown, M.1
  • 4
    • 0031574859 scopus 로고    scopus 로고
    • Some improvements on the Lundberg bound for the ruin probability
    • Cai, J., Wu, Y., 1997. Some improvements on the Lundberg bound for the ruin probability. Statistics and Probability Letters 33, 395-403.
    • (1997) Statistics and Probability Letters , vol.33 , pp. 395-403
    • Cai, J.1    Wu, Y.2
  • 6
    • 0001193790 scopus 로고
    • An upper bound for the probability of ultimate ruin, scand
    • Dickson, D.C.M., 1994. An upper bound for the probability of ultimate ruin, Scand. Actuarial Journal 131-138.
    • (1994) Actuarial Journal , pp. 131-138
    • Dickson, D.C.M.1
  • 9
    • 0030554651 scopus 로고    scopus 로고
    • Tail of compound distributions and excess time
    • Lin, X., 1996. Tail of compound distributions and excess time. Journal of Applied Probability 33, 184-195.
    • (1996) Journal of Applied Probability , vol.33 , pp. 184-195
    • Lin, X.1
  • 13
    • 85011437051 scopus 로고    scopus 로고
    • On bounds for the difference between the stop-loss transforms of two compound distributions
    • Sundt, B., Dhaene, J., 1996. On bounds for the difference between the stop-loss transforms of two compound distributions. ASTIN Bulletin 26 (2), 225-231.
    • (1996) ASTIN Bulletin , vol.26 , Issue.2 , pp. 225-231
    • Sundt, B.1    Dhaene, J.2
  • 14
    • 0002085339 scopus 로고
    • Refinements and distributional generalizations of Lundberg's inequalities
    • Willmot, G., 1994. Refinements and distributional generalizations of Lundberg's inequalities. Insurance: Mathematics and Economics 15, 49-63.
    • (1994) Insurance: Mathematics and Economics , vol.15 , pp. 49-63
    • Willmot, G.1
  • 15
    • 0030554650 scopus 로고    scopus 로고
    • A non-exponential generalization of an inequality arising in queueing and insurance risk
    • Willmot, G., 1996. A non-exponential generalization of an inequality arising in queueing and insurance risk. Journal of Applied Probability 33, 176-183.
    • (1996) Journal of Applied Probability , vol.33 , pp. 176-183
    • Willmot, G.1
  • 16
    • 0031115843 scopus 로고    scopus 로고
    • On the relationship between bounds on the tails of compound distributions
    • Willmot, G., 1997. On the relationship between bounds on the tails of compound distributions. Insurance: Mathematics and Economics 19, 95-103.
    • (1997) Insurance: Mathematics and Economics , vol.19 , pp. 95-103
    • Willmot, G.1
  • 17
    • 21844491343 scopus 로고
    • Lundberg bounds on the tails of compound distributions
    • Willmot, G., Lin, X., 1994. Lundberg bounds on the tails of compound distributions. Journal of Applied Probability 31, 743-756.
    • (1994) Journal of Applied Probability , vol.31 , pp. 743-756
    • Willmot, G.1    Lin, X.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.