Bounds for classical ruin probabilities
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference7 articles.
1. Branching Processes;Athreya,1972
2. A theorem on sums of independent random variables and its applications to branching processes;Chistyakov;Theor. Probab. Appl.,1964
3. Subexponentially and infinite divisibility;Embrechts;Z. Wahrsch. Verw. Geb.,1979
4. Estimates for the probability of ruin with special emphasis on the possibility of large claims;Embrechts;Insurance Math. Econom.,1982
5. Use of differential and integral inequalities to bound ruin and queuing probabilities;Taylor;Scand. Actuarial J.,1976
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4. Upper Bounds and Explicit Formulas for the Ruin Probability in the Risk Model with Stochastic Premiums and a Multi-Layer Dividend Strategy;Mathematics;2020-10-30
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