Search engine for discovering works of Art, research articles, and books related to Art and Culture
Javascript must be enabled to continue!
Bounds for the Ruin Probability in the Sparre–Andersen Model
View through CrossRef
We obtain the upper and lower bounds for the ruin probability in the Sparre–Andersen model. These bounds are established under various conditions: when the adjustment coefficient exists, when it does not exist, and when the interarrival distribution belongs to certain aging classes. Additionally, we improve the Lundberg upper bound for the ruin probability.
Title: Bounds for the Ruin Probability in the Sparre–Andersen Model
Description:
We obtain the upper and lower bounds for the ruin probability in the Sparre–Andersen model.
These bounds are established under various conditions: when the adjustment coefficient exists, when it does not exist, and when the interarrival distribution belongs to certain aging classes.
Additionally, we improve the Lundberg upper bound for the ruin probability.
Related Results
Arthur Andersen (C): The Collapse of Arthur Andersen
Arthur Andersen (C): The Collapse of Arthur Andersen
The cases describe the demise of Arthur Andersen, a firm that had long set the industry standard for professionalism in accounting and auditing. Once an example of strong corporate...
Ruin Probability Approximations in Sparre Andersen Models with Completely Monotone Claims
Ruin Probability Approximations in Sparre Andersen Models with Completely Monotone Claims
We consider the Sparre Andersen risk process with interclaim times that belong to the class of distributions with rational Laplace transform. We construct error bounds for the ruin...
Strata/Sedimenta/Lamina: In Ruin(s)
Strata/Sedimenta/Lamina: In Ruin(s)
Ruins, their evocations and enigmas, have been a source of fascination since the advent of civilization. Both coordinating and distressing the relations of space and time, ruins ar...
Ruin Probability Functions and Severity of Ruin as a Statistical Decision Problem
Ruin Probability Functions and Severity of Ruin as a Statistical Decision Problem
It is known that the classical ruin function under exponential claim-size distribution depends on two parameters, which are referred to as the mean claim size and the relative secu...
Some results of ruin probability for the classical risk process
Some results of ruin probability for the classical risk process
The computation of ruin probability is an important problem in the collective
risk theory. It has applications in the fields of insurance, actuarial science, and
economics. Many ma...
Some continuity estimates for ruin probability and other ruin-related quantities
Some continuity estimates for ruin probability and other ruin-related quantities
In this paper we investigate continuity properties for ruin probability in the classical risk model. Properties of contractive integral operators are used to derive continuity esti...
Subexponential lower bounds for f-ergodic Markov processes
Subexponential lower bounds for f-ergodic Markov processes
AbstractWe provide a criterion for establishing lower bounds on the rate of convergence in f-variation of a continuous-time ergodic Markov process to its invariant measure. The cri...
Radioulnar Interosseous Ligament Diseases in Dogs: A Case Series
Radioulnar Interosseous Ligament Diseases in Dogs: A Case Series
Abstract
The aim of this study was to describe the signalment of dogs with radioulnar interosseous ligament disease and their radiographic and clinical features, ...