✦ LIBER ✦

Improved Analytical Bounds for Gambler’s Ruin Probabilities

✍ Scribed by Werner Hürlimann

Book ID: 106457208
Publisher: Springer US
Year: 2005
Tongue: English
Weight: 146 KB
Volume: 7
Category: Article
ISSN: 1387-5841
DOI: 10.1007/s11009-005-6656-4

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bounds on Gambler's Ruin Probabilities i

Bounds on Gambler's Ruin Probabilities in Terms of Moments

✍ S. N. Ethier; Davar Khoshnevisan 📂 Article 📅 2002 🏛 Springer US 🌐 English ⚖ 109 KB

Empirical bounds for ruin probabilities

✍ Jan Grandell 📂 Article 📅 1979 🏛 Elsevier Science 🌐 English ⚖ 899 KB

Bounds for classical ruin probabilities

✍ F. De Vylder; M. Goovaerts 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 781 KB

Some improvements on the Lundberg bound

Some improvements on the Lundberg bound for the ruin probability

✍ Jun Cai; Yanhong Wu 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 333 KB

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

Improved upper bounds for probabilities

Improved upper bounds for probabilities of uniform deviations

✍ Gábor Lugosi 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 296 KB

Aging properties and bounds for ruin pro

Aging properties and bounds for ruin probabilities and stop-loss premiums

✍ Jun Cai; José Garrido 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 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