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- W1996207632 abstract "Abstract We obtain upper and lower bounds for the tail of the deficit at ruin in the renewal risk model, which are (i) applicable generally; and (ii) based on reliability classifications. We also derive two-side bounds, in the general case where a function satisfies a defective renewal equation, and we apply them to the renewal model, using the function Λ u introduced by [Psarrakos, G., Politis, K., 2007. A generalisation of the Lundberg condition in the Sparre Andersen model and some applications (submitted for publication)]. Finally, we construct an upper bound for the integrated function ∫ y ∞ Λ u ( z ) d z and an asymptotic result when the adjustment coefficient exists." @default.
- W1996207632 created "2016-06-24" @default.
- W1996207632 creator A5030074996 @default.
- W1996207632 date "2008-10-01" @default.
- W1996207632 modified "2023-09-26" @default.
- W1996207632 title "Tail bounds for the distribution of the deficit in the renewal risk model" @default.
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- W1996207632 doi "https://doi.org/10.1016/j.insmatheco.2008.05.014" @default.
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