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Bounds for classical ruin probabilities

✍ Scribed by F. De Vylder; M. Goovaerts

Book ID
118399937
Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
781 KB
Volume
3
Category
Article
ISSN
0167-6687

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πŸ“œ SIMILAR VOLUMES

General bounds on ruin probabilities
General bounds on ruin probabilities
✍ R. Kaas; M.J. Goovaerts πŸ“‚ Article πŸ“… 1986 πŸ› Elsevier Science 🌐 English βš– 198 KB
Aging properties and bounds for ruin pro
Aging properties and bounds for ruin probabilities and stop-loss premiums
✍ Jun Cai; JosΓ© Garrido πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 498 KB

In this paper, we derive relations between stop-loss premiums and their associated ruin probabilities by use of the new worse than used (NWU) aging property of the ruin probability. General upper and lower bounds for the stop-loss premium are derived. Also, we get a general upper bound for the ruin