IDEAS home Printed from https://ideas.repec.org/a/eee/insuma/v15y1994i1p49-63.html
   My bibliography  Save this article

Refinements and distributional generalizations of Lundberg's inequality

Author

Listed:
  • Willmot, Gordon E.

Abstract

No abstract is available for this item.

Suggested Citation

  • Willmot, Gordon E., 1994. "Refinements and distributional generalizations of Lundberg's inequality," Insurance: Mathematics and Economics, Elsevier, vol. 15(1), pages 49-63, October.
    • Handle: RePEc:eee:insuma:v:15:y:1994:i:1:p:49-63
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0167-6687(94)00019-0
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Willmot, Gordon E., 1997. "On the relationship between bounds on the tails of compound distributions," Insurance: Mathematics and Economics, Elsevier, vol. 19(2), pages 95-103, April.
    2. Cai, Jun & Wu, Yanhong, 1997. "Some improvements on the Lundberg bound for the ruin probability," Statistics & Probability Letters, Elsevier, vol. 33(4), pages 395-403, May.
    3. Lin, X. Sheldon & Willmot, Gordon E., 1999. "Analysis of a defective renewal equation arising in ruin theory," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 63-84, September.
    4. Woo, Jae-Kyung, 2011. "Refinements of two-sided bounds for renewal equations," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 189-196, March.
    5. Willmot, Gordon E., 1997. "Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions," Insurance: Mathematics and Economics, Elsevier, vol. 21(1), pages 25-42, October.
    6. Ka-Meng Siu & Ka-Hou Chan & Sio-Kei Im, 2023. "A Study of Assessment of Casinos’ Risk of Ruin in Casino Games with Poisson Distribution," Mathematics, MDPI, vol. 11(7), pages 1-15, April.
    7. Chadjiconstantinidis, Stathis & Xenos, Panos, 2022. "Refinements of bounds for tails of compound distributions and ruin probabilities," Applied Mathematics and Computation, Elsevier, vol. 421(C).
    8. Willmot, Gordon E. & Cai, Jun, 2001. "Aging and other distributional properties of discrete compound geometric distributions," Insurance: Mathematics and Economics, Elsevier, vol. 28(3), pages 361-379, June.
    9. Cai, Jun & Garrido, Jose, 1998. "Aging properties and bounds for ruin probabilities and stop-loss premiums," Insurance: Mathematics and Economics, Elsevier, vol. 23(1), pages 33-43, October.
    10. Willmot, Gordon E. & Lin, Xiaodong, 1996. "Bounds on the tails of convolutions of compound distributions," Insurance: Mathematics and Economics, Elsevier, vol. 18(1), pages 29-33, May.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:15:y:1994:i:1:p:49-63. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.