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Volumn 1996, Issue 1, 1996, Pages 1-18

Two-sided bounds of ruin probabilities

Author keywords

Geometric sum; Random walk; Renewal process; Ruin probability

Indexed keywords


EID: 85011222981     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.1996.10413959     Document Type: Article
Times cited : (25)

References (17)
  • 2
    • 0003140794 scopus 로고
    • Ruin probabilities expressed in terms of ladder height distributions
    • von Bahr, B. (1974). Ruin probabilities expressed in terms of ladder height distributions. Scand.Actuarial. J. 1 74, 190-204.
    • (1974) Scand.Actuarial. J. , vol.1 , Issue.74 , pp. 190-204
    • Von Bahr, B.1
  • 6
    • 0002944036 scopus 로고
    • Estimates for the probability of ruin with special emphasis on the probability f large claims. Insurance
    • Embrechts, P. & Veraverbeke, N. (1982). Estimates for the probability of ruin with special emphasis on the probability f large claims. Insurance: Math, and Econom., 1, 55-72.
    • (1982) Math, and Econom. , vol.1 , pp. 55-72
    • Embrechts, P.1    Veraverbeke, N.2
  • 9
    • 34250078924 scopus 로고
    • Two-sided Lundberg inequalities in a markovian environment
    • Grigelionis, B. (1993). Two-sided Lundberg inequalities in a markovian environment. Liet. Matem. Rink. 33, 30-41.
    • (1993) Liet. Matem. Rink. , vol.33 , pp. 30-41
    • Grigelionis, B.1
  • 10
    • 0039173490 scopus 로고
    • Two-sided estimates of geometric convolutions
    • Springer-Verlag, Berlin
    • Kalashnikov, V. (1993). Two-sided estimates of geometric convolutions. LN in Math. 1546, 76-88. Springer-Verlag, Berlin.
    • (1993) LN in Math , vol.1546 , pp. 76-88
    • Kalashnikov, V.1
  • 13
    • 35349028196 scopus 로고
    • The use of Spitzers identity in the investigation of the busy period and other quantities in the queue GI | GI | 1.7
    • Kingman, J. (1962). The use of Spitzers identity in the investigation of the busy period and other quantities in the queue GI | GI | 1.7. Austral. Math. Soc. 2, 345-356.
    • (1962) Austral. Math. Soc. , vol.2 , pp. 345-356
    • Kingman, J.1
  • 14
    • 84856543081 scopus 로고
    • I. Approximerad framställning av sannolikhetsfunktionen. II
    • Almqvist & Wiksell, Uppsala
    • Lundberg, F. (1903). I. Approximerad framställning av sannolikhetsfunktionen. II. Återforsäkring av kollektivrisker. Almqvist & Wiksell, Uppsala.
    • (1903) Återforsäkring Av Kollektivrisker
    • Lundberg, F.1
  • 17
    • 53149119090 scopus 로고
    • Die Bedeutung von Kingmans Integralunggleichungen bei der Approximation der stationåren Wartezeitverteilung im Modell GI | C | 1 mit und ohne Verzogerung beim Beginn einer Beschåftigungsperiode
    • Rossberg, H-J., Siegel, G. (1974). Die Bedeutung von Kingmans Integralunggleichungen bei der Approximation der stationåren Wartezeitverteilung im Modell GI | C | 1 mit und ohne Verzogerung beim Beginn einer Beschåftigungsperiode. Math. Operationsforsch. Statist., 5, 687-699.
    • (1974) Math. Operationsforsch. Statist. , vol.5 , pp. 687-699
    • Rossberg, H.-J.1    Siegel, G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.