Roos, Ernst; Brekelmans, Ruud; van Eekelen, Wouter; den Hertog, Dick; van Leeuwaarden, Johan S. H. Tight tail probability bounds for distribution-free decision making. (English) Zbl 1495.60009 Eur. J. Oper. Res. 299, No. 3, 931-944 (2022). MSC: 60E15 90B05 90C17 91G05 PDFBibTeX XMLCite \textit{E. Roos} et al., Eur. J. Oper. Res. 299, No. 3, 931--944 (2022; Zbl 1495.60009) Full Text: DOI arXiv
Brekelmans, Ruud; De Waegenaere, Anja Approximating the finite-time ruin probability under interest force. (English) Zbl 0991.60080 Insur. Math. Econ. 29, No. 2, 217-229 (2001). Reviewer: Alexandr B.Vasil’ev (Odessa) MSC: 60K10 62P05 PDFBibTeX XMLCite \textit{R. Brekelmans} and \textit{A. De Waegenaere}, Insur. Math. Econ. 29, No. 2, 217--229 (2001; Zbl 0991.60080) Full Text: DOI