- Publication venue
- Publication date
- 01/07/1920
- Field of study
n/
- Publication venue
- Publication date
- 01/01/1992
- Field of study
- Publication venue
- 'Wiley'
- Publication date
- 01/01/2011
- Field of study
A generalization of the Gerber-Shiu function proposed by (Cheung et al., Scand. Actuarial J., in press, 2010) is used to derive some ordering properties for certain ruin-related quantities in a Sparre Andersen type risk model. Additional bounds and/or refinements can be obtained by further assuming that the claim size and the interclaim time distributions possess certain reliability properties. Finally, numerical examples are considered to compare the exact solution to the bounds. © 2010 John Wiley & Sons, Ltd.link_to_subscribed_fulltex
- Publication venue
- Publication date
- 01/01/1992
- Field of study
- Publication venue
- 'Wiley'
- Publication date
- 01/06/2020
- Field of study
- Publication venue
- OAE Publishing Inc.
- Publication date
- 01/01/2023
- Field of study
n
- Publication venue
- Publication date
- 01/01/1991
- Field of study
- Publication venue
- International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc.
- Publication date
- 30/06/2012
- Field of study
- Publication venue
- Publication date
- 01/01/1992
- Field of study
- Publication venue
- Publication date
- 01/01/1992
- Field of study
IF= 0.47