A remark on ‘A class of approximations of ruin probabilities’
- 1 April 1978
- journal article
- research article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1978 (2) , 77-78
- https://doi.org/10.1080/03461238.1978.10419478
Abstract
In this short note we shall show that a certain ‘tail’-condition used by Grandell (1977, p. 42) is unnecessary. We shall freely use notions and notations from our previous paper. We shall only consider the Poisson case.Keywords
This publication has 3 references indexed in Scilit:
- A class of approximations of ruin probabilitiesScandinavian Actuarial Journal, 1977
- Calculation of Ruin Probabilities when the Claim Distribution is LognormalASTIN Bulletin, 1977
- Generalization of an inequality of KolmogorovActa Mathematica Hungarica, 1955