Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions
- 30 September 1983
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 23 (1) , 77-90
- https://doi.org/10.1016/0304-4076(83)90076-3
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Analytical best upper bounds on stop-loss premiumsInsurance: Mathematics and Economics, 1982
- Ordering of risks: a reviewInsurance: Mathematics and Economics, 1982
- Use of differential and integral inequalities to bound ruin and queuing probabilitiesScandinavian Actuarial Journal, 1976