Simple continuity inequalities for ruin probability in the classical risk model
By Evgueni Gordienko and Patricia Vázquez-Ortega
| Year of publication: |
2016
|
|---|---|
| Authors: | Gordienko, Evgueni ; Vázquez-Ortega, Patricia |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 46.2016, 3, p. 801-814
|
| Subject: | Risk model | infinite-time ruin probability | continuity inequalities | contractive operators | Kantorovich’s metric | Risikomodell | Theorie | Theory | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Insolvenz | Insolvency | Risikomanagement | Risk management | Versicherungsmathematik | Actuarial mathematics |