JIANG Tao, MOU Boqi, . Two-sided Bounds of the Ultimate Ruin Probability[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(2): 161-166.
Citation: JIANG Tao, MOU Boqi, . Two-sided Bounds of the Ultimate Ruin Probability[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(2): 161-166.
shu

Two-sided Bounds of the Ultimate Ruin Probability

    Graphical Abstract
    • Abstract
  • Two-sided bounds of the ultimate ruin probability under the S. Anderson’s risk model are given for some claimdistributions. The ruin probabilities are researched when the equilibrium distributions of the claim distributionsare in the NBU and NWU distribution class.
    • FullText(HTML)
  • loading
    • References (0)
    • Related Articles

Catalog

    Turn off MathJax
    Article Contents

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return