Upper bounds for the tail of the compound negative binomial distribution

Scandinavian Actuarial Journal

Volumn 1997, Issue 2, 1997, Pages 138-148

  Willmot, Gordon E ^a   Lin, Xiaodong ^b  

^a UNIVERSITY OF WATERLOO   (Canada)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

Exponential bound; Gamma distribution; Individual risk model; Pascal distribution; Stop loss premium

Indexed keywords

EID: 84981721000     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.1997.10413983     Document Type: Article

References (12)

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