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Bounds on the tails of convolutions of compound distributions

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  • Willmot, Gordon E.
  • Lin, Xiaodong

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  • 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.
    • Handle: RePEc:eee:insuma:v:18:y:1996:i:1:p:29-33
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    References listed on IDEAS

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    1. Yonatan Levy & Uri Yechiali, 1975. "Utilization of Idle Time in an M/G/1 Queueing System," Management Science, INFORMS, vol. 22(2), pages 202-211, October.
    2. Willmot, Gordon E., 1994. "Refinements and distributional generalizations of Lundberg's inequality," Insurance: Mathematics and Economics, Elsevier, vol. 15(1), pages 49-63, October.
    3. Dufresne, Francois & Gerber, Hans U., 1991. "Risk theory for the compound Poisson process that is perturbed by diffusion," Insurance: Mathematics and Economics, Elsevier, vol. 10(1), pages 51-59, March.
    4. Veraverbeke, Noel, 1993. "Asymptotic estimates for the probability of ruin in a Poisson model with diffusion," Insurance: Mathematics and Economics, Elsevier, vol. 13(1), pages 57-62, September.
    5. Furrer, H. J. & Schmidli, H., 1994. "Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion," Insurance: Mathematics and Economics, Elsevier, vol. 15(1), pages 23-36, October.
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