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Contribution to the optimal stopping problem

โœ Scribed by Donald A. Darling


Publisher
Springer
Year
1985
Tongue
English
Weight
378 KB
Volume
70
Category
Article
ISSN
1432-2064

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๐Ÿ“œ SIMILAR VOLUMES


An optimal stopping problem in risk theo
โœ U. Jensen ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 105 KB

A general upper bound for the tail of the compound negative binomial distribution is constructed. By establishing a connection with the individual risk mode the upper bound is seen to be a (possibly degenerate) mixture of tails of gamma distribution. The bound is sharp in that it is an equality in t