On the relationship between bounds on the tails of compound distributions-Reference-Cited by-同舟云学术

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On the relationship between bounds on the tails of compound distributions

Published:1997-04 Issue:2 Volume:19 Page:95-103
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Willmot Gordon E.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference9 articles.

1. Statistical Theory of Reliability and Life Testing: Probability Models;Barlow,1975

2. Actuarial Mathematics;Bowers,1986

3. Some improvements on the Lundberg Bound for the Ruin Probability;Cai,1995

4. On convolution tails;Embrechts;Stochastic Processes and their Applications,1982

5. Estimates for the probability of ruin with special emphasis on the possibility of large claims;Embrechts;Insurance: Mathematics and Economics,1982

Cited by 8 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 statistical analysis of an upper bound of the ruin probability under large claims;Extremes;2009-11-19

3. Stochastic cascades, credit contagion, and large portfolio losses;Journal of Economic Behavior & Organization;2007-05

4. A unified approach to the study of tail probabilities of compound distributions;Journal of Applied Probability;1999-12

5. A unified approach to the study of tail probabilities of compound distributions;Journal of Applied Probability;1999-12

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