Estimation of ruin probabilities
- 1 July 1982
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 1 (3) , 197-211
- https://doi.org/10.1016/0167-6687(82)90010-5
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
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- The exponential rate of convergence of the distribution of the maximum of a random walk. Part IIJournal of Applied Probability, 1976
- Use of differential and integral inequalities to bound ruin and queuing probabilitiesScandinavian Actuarial Journal, 1976
- The exponential rate of convergence of the distribution of the maximum of a random walkJournal of Applied Probability, 1975
- Exponential Ergodicity of the $M/G/1$ QueueSIAM Journal on Applied Mathematics, 1969
- Exponential ergodicity in Markov renewal processesJournal of Applied Probability, 1968
- Complete exponential convergence and some related topicsJournal of Applied Probability, 1967