In this paper, improvements on the Lundberg bound for the ruin probability in the classical risk model are considered• First, a lower bound and an upper bound are derived in terms of an NWU and NBU distribution which generalize the Lundberg bound based on the exponential distribution• Second, some n
An improved probability bound for the Approximate S-Lemma
✍ Scribed by Kürşad Derinkuyu; Mustafa Ç. Pınar; Ahmet Camcı
- Publisher
- Elsevier Science
- Year
- 2007
- Tongue
- English
- Weight
- 122 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0167-6377
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