Bounds of ruin probabilities

Andrei Gureev

Scandinavian Actuarial Journal, 1998, vol. 1998, issue 2, 181-187

Abstract: Upper and lower bounds are obtained for ruin probabilities with safety margin ρ in the case of known expectation, variance and range for the claim severity function.

Date: 1998
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DOI: 10.1080/03461238.1998.10414001

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