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Refinements and distributional generalizations of Lundberg's inequality
8 references·2 citing·35 second hop
Refinements and distributional generalizations of Lundberg's inequality (1994)Refinements and distributional generaliza…Insurance Risk Models (1994)Insurance Risk ModelsThe total claims distribution under inflationary conditions (1989)The total claims distribution…Comparison Methods for Queues and Other Stochastic Models. (1986)Comparison Methods for Queues…Actuarial Mathematics. (1986)Actuarial Mathematics.Comparison Methods for Queues and Other Stochastic Models (1984)Comparison Methods for Queues…A property of the generalized inverse Gaussian distribution with some applications (1983)A property of the generalized…An introduction to mathematical risk theory (1979)An introduction to mathematic…Bounds on the delay distribution inGI/G/1 queues (1974)Bounds on the delay distribut…DISCRETE TIME RISK MODELS UNDER RATES OF INTEREST (2002)DISCRETE TIME RISK MODELS UND…Tail of compound distributions and excess time (1996)Tail of compound distribution…The theory of queues with a single server (1952)Some Inequalities in Queuing (1968)Inequalities in the Theory of Queues (1970)The continuity of queues (1974)Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/1 queue (1982)Facility Location with Stochastic Demand and Constraints on Waiting Time (2008)Mathematical Methods in Risk Theory (1970)Recursive Evaluation of a Family of Compound Distributions (1981)Jump diffusion processes and their applications in insurance and finance (2006)Moment generating functions of compound renewal sums with discounted claims (2009)On the Moments of Aggregate Discounted Claims with Dependence Introduced by a FGM Copula (2011)Non-exponential Bounds for Ruin Probability with Interest Effect Included (1999)Lundberg Approximations for Compound Distributions with Insurance Applications (2001)Applied Probability and Queues (1987)On the expectations of the present values of the time of ruin perturbed by diffusion (2003)The Class of Subexponential Distributions (1975)Subexponentiality and infinite divisibility (1979)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Mixed Compound Poisson Distributions (1986)Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution (1988)Infinite divisibility and generalized subexponentiality (2005)Option pricing by Esscher transforms. (1995)Premium Calculation by Transforming the Layer Premium Density (1996)On the Time Value of Ruin (1998)Dynamic server allocation to parallel queues with randomly varying connectivity (1993)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin (1995)The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (1997)Insurance Risk and Ruin (2005)On a risk model with dependence between interclaim arrivals and claim sizes (2006)Controlled diffusion models for optimal dividend pay-out (1997)Affine processes for dynamic mortality and actuarial valuations (2005)Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift (2005)Blocking When Service Is Required From Several Facilities Simultaneously (1985)Marked point processes as limits of Markovian arrival streams (1993)
this work references cited by second hop

References

  • 1986Comparison Methods for Queues and Other Stochastic Models.938 cited
  • 1979An introduction to mathematical risk theory914 cited
  • 1984Comparison Methods for Queues and Other Stochastic Models720 cited
  • 1986Actuarial Mathematics.623 cited
  • 1994Insurance Risk Models276 cited
  • 1983A property of the generalized inverse Gaussian distribution with some applications88 cited
  • 1974Bounds on the delay distribution inGI/G/1 queues80 cited
  • 1989The total claims distribution under inflationary conditions58 cited

Cited by

  • 1996Tail of compound distributions and excess time44 cited
  • 2002DISCRETE TIME RISK MODELS UNDER RATES OF INTEREST37 cited

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