Some improvements on the Lundberg bound for the ruin probability-Reference-Cited by-同舟云学术

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Some improvements on the Lundberg bound for the ruin probability

Published:1997-05 Issue:4 Volume:33 Page:395-403
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Cai Jun,Wu Yanhong

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference9 articles.

1. An upper bound for the probability of ultimate ruin;Dickson;Scand. Actuar. J.,1994

2. An Introduction to Mathematical Risk Theory;Gerber,1979

3. Tail of compound distributions and excess time;Lin;J. Appl. Probab.,1996

4. Stochastic Processes;Ross,1983

5. Stochastic Orders and Their Applications;Shaked,1994

Cited by 18 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Refinements of bounds for tails of compound distributions and ruin probabilities;Applied Mathematics and Computation;2022-05

2. Nonparametric Estimation of the Ruin Probability in the Classical Compound Poisson Risk Model;Journal of Risk and Financial Management;2020-11-29

3. Interval estimation of the ruin probability in the classical compound Poisson risk model;Computational Statistics & Data Analysis;2020-04

4. Upper Bound of Ruin Probability for an Insurance Discrete-Time Risk Model with Proportional Reinsurance and Investment;Pakistan Journal of Statistics and Operation Research;2018-09-22

5. Reliability Classifications;Wiley StatsRef: Statistics Reference Online;2014-12

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