Abstract
We give a new characterization of the ruin probability of the
classical insurance risk model and use it to obtain bounds on
and a computational approach for evaluating this probability.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
2 articles.
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1. SOME NEW BOUNDS FOR THE RENEWAL FUNCTION;Probability in the Engineering and Informational Sciences;2006-03-06
2. CONVERGENCE RATES IN APPROXIMATING A COMPOUND DISTRIBUTION;Probability in the Engineering and Informational Sciences;2004-04