-
1
-
-
38249041629
-
Ordering of risks and ruin probabilities
-
Broeckx, F., Goovaerts, M.J., De Vylder, F., 1986. Ordering of risks and ruin probabilities. Insurance: Mathematics and Economics 5, 35-40.
-
(1986)
Insurance: Mathematics and Economics
, vol.5
, pp. 35-40
-
-
Broeckx, F.1
Goovaerts, M.J.2
De Vylder, F.3
-
2
-
-
0000821247
-
Error bounds for exponential approximations of geometric convolutions
-
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
-
3
-
-
0010184733
-
-
Technical Report No. 6/97, Department of Mathematics and Statistics, Concordia University
-
Cai, J., Garrido, J., 1997. Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. Technical Report No. 6/97, Department of Mathematics and Statistics, Concordia University.
-
(1997)
Two-sided Bounds for Ruin Probabilities When the Adjustment Coefficient Does Not Exist
-
-
Cai, J.1
Garrido, J.2
-
4
-
-
0031574859
-
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
-
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
-
8
-
-
0004181975
-
-
North-Holland, Amsterdam
-
Goovaerts, M.J., Kaas, R., Van Heerwaarden, A.E., Bauwelinckx, T., 1990. Effective Actuarial Methods. North-Holland, Amsterdam.
-
(1990)
Effective Actuarial Methods
-
-
Goovaerts, M.J.1
Kaas, R.2
Van Heerwaarden, A.E.3
Bauwelinckx, T.4
-
9
-
-
0030554651
-
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
-
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
-
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
-
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
-
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
-
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
|