Chadjiconstantinidis, Stathis; Xenos, Panos Refinements of bounds for tails of compound distributions and ruin probabilities. (English) Zbl 1510.60009 Appl. Math. Comput. 421, Article ID 126948, 27 p. (2022). MSC: 60E05 91B05 62P05 PDFBibTeX XMLCite \textit{S. Chadjiconstantinidis} and \textit{P. Xenos}, Appl. Math. Comput. 421, Article ID 126948, 27 p. (2022; Zbl 1510.60009) Full Text: DOI
Cohen, Asaf; Young, Virginia R. Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation. (English) Zbl 1447.91130 Insur. Math. Econ. 93, 333-340 (2020). MSC: 91G05 45J05 60J60 PDFBibTeX XMLCite \textit{A. Cohen} and \textit{V. R. Young}, Insur. Math. Econ. 93, 333--340 (2020; Zbl 1447.91130) Full Text: DOI arXiv
Psarrakos, Georgios On the integrated tail of the deficit in the renewal risk model. (English) Zbl 1319.60171 Methodol. Comput. Appl. Probab. 17, No. 2, 497-513 (2015). MSC: 60K05 91B30 PDFBibTeX XMLCite \textit{G. Psarrakos}, Methodol. Comput. Appl. Probab. 17, No. 2, 497--513 (2015; Zbl 1319.60171) Full Text: DOI
Conti, Pier Luigi; Masiello, Esterina Nonparametric statistical analysis of an upper bound of the ruin probability under large claims. (English) Zbl 1226.91023 Extremes 13, No. 4, 439-461 (2010). MSC: 91B30 62G08 62G20 62G32 PDFBibTeX XMLCite \textit{P. L. Conti} and \textit{E. Masiello}, Extremes 13, No. 4, 439--461 (2010; Zbl 1226.91023) Full Text: DOI HAL
Psarrakos, Georgios Some results on the joint distribution prior to and at the time of ruin in the classical model. (English) Zbl 1226.91029 Scand. Actuar. J. 2010, No. 4, 268-283 (2010). MSC: 91B30 60K10 60E05 PDFBibTeX XMLCite \textit{G. Psarrakos}, Scand. Actuar. J. 2010, No. 4, 268--283 (2010; Zbl 1226.91029) Full Text: DOI
Psarrakos, Georgios; Politis, Konstadinos A generalization of the Lundberg condition in the Sparre Andersen model and some applications. (English) Zbl 1159.91412 Stoch. Models 25, No. 1, 90-109 (2009). MSC: 91B30 60K05 62P05 PDFBibTeX XMLCite \textit{G. Psarrakos} and \textit{K. Politis}, Stoch. Models 25, No. 1, 90--109 (2009; Zbl 1159.91412) Full Text: DOI
Psarrakos, Georgios Tail bounds for the distribution of the deficit in the renewal risk model. (English) Zbl 1189.91080 Insur. Math. Econ. 43, No. 2, 197-202 (2008). MSC: 91B30 60K10 62P05 PDFBibTeX XMLCite \textit{G. Psarrakos}, Insur. Math. Econ. 43, No. 2, 197--202 (2008; Zbl 1189.91080) Full Text: DOI
Psarrakos, Georgios; Politis, Konstadinos Tail bounds for the joint distribution of the surplus prior to and at ruin. (English) Zbl 1141.91544 Insur. Math. Econ. 42, No. 1, 163-176 (2008). MSC: 91B30 60G40 PDFBibTeX XMLCite \textit{G. Psarrakos} and \textit{K. Politis}, Insur. Math. Econ. 42, No. 1, 163--176 (2008; Zbl 1141.91544) Full Text: DOI
Chadjiconstantinidis, Stathis; Politis, Konstadinos Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model. (English) Zbl 1119.91050 Insur. Math. Econ. 41, No. 1, 41-52 (2007). MSC: 91B30 PDFBibTeX XMLCite \textit{S. Chadjiconstantinidis} and \textit{K. Politis}, Insur. Math. Econ. 41, No. 1, 41--52 (2007; Zbl 1119.91050) Full Text: DOI
Chadjiconstantinidis, Stathis; Politis, Konstadinos Non-exponential bounds for stop-loss premiums and ruin probabilities. (English) Zbl 1143.91026 Scand. Actuar. J. 2005, No. 5, 335-357 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDFBibTeX XMLCite \textit{S. Chadjiconstantinidis} and \textit{K. Politis}, Scand. Actuar. J. 2005, No. 5, 335--357 (2005; Zbl 1143.91026) Full Text: DOI
Politis, Konstadinos Bounds for the probability and severity of ruin in the Sparre Andersen model. (English) Zbl 1117.91383 Insur. Math. Econ. 36, No. 2, 165-177 (2005). MSC: 91B30 60K05 60K10 PDFBibTeX XMLCite \textit{K. Politis}, Insur. Math. Econ. 36, No. 2, 165--177 (2005; Zbl 1117.91383) Full Text: DOI
Kremer, Erhard An approximation to the ruin probability in discrete time by a result of A. Wald. (Approximation der Ruinwahrscheinlichkeit bei diskreter Zeit mittels eines Resultats von A. Wald.) (German. English summary) Zbl 1359.62455 Bl., Dtsch. Ges. Versicherungsmath. 25, No. 1, 191-194 (2001). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{E. Kremer}, Bl., Dtsch. Ges. Versicherungsmath. 25, No. 1, 191--194 (2001; Zbl 1359.62455) Full Text: DOI
Cai, Jun; Garrido, José Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. (English) Zbl 0922.62108 Scand. Actuarial J. 1999, No. 1, 80-92 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P05 91B30 60E15 65C99 60K20 PDFBibTeX XMLCite \textit{J. Cai} and \textit{J. Garrido}, Scand. Actuarial J. 1999, No. 1, 80--92 (1999; Zbl 0922.62108) Full Text: DOI
Cai, Jun; Garrido, José Aging properties and bounds for ruin probabilities and stop-loss premiums. (English) Zbl 0954.62123 Insur. Math. Econ. 23, No. 1, 33-43 (1998). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{J. Cai} and \textit{J. Garrido}, Insur. Math. Econ. 23, No. 1, 33--43 (1998; Zbl 0954.62123) Full Text: DOI
Beirlant, Jan; Teugels, Jozef L. Modeling large claims in non-life insurance. (English) Zbl 0753.62074 Insur. Math. Econ. 11, No. 1, 17-29 (1992). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{J. Beirlant} and \textit{J. L. Teugels}, Insur. Math. Econ. 11, No. 1, 17--29 (1992; Zbl 0753.62074) Full Text: DOI
Kremer, Erhard On the numerical evaluation of the ultimate ruin probability. (English) Zbl 0685.62088 Bl., Dtsch. Ges. Versicherungsmath. 19, No. 1, 19-28 (1989). MSC: 62P05 65C99 PDFBibTeX XMLCite \textit{E. Kremer}, Bl., Dtsch. Ges. Versicherungsmath. 19, No. 1, 19--28 (1989; Zbl 0685.62088) Full Text: DOI
Embrechts, P.; Villasenor, J. A. Ruin estimates for large claims. (English) Zbl 0666.62098 Insur. Math. Econ. 7, No. 4, 269-274 (1988). MSC: 62P05 PDFBibTeX XMLCite \textit{P. Embrechts} and \textit{J. A. Villasenor}, Insur. Math. Econ. 7, No. 4, 269--274 (1988; Zbl 0666.62098) Full Text: DOI
Kremer, Erhard Some approximations of ultimate ruin probability for finite initial surplus. (English) Zbl 0611.62132 Bl., Dtsch. Ges. Versicherungsmath. 18, No. 1, 59-63 (1987). MSC: 62P05 60K05 PDFBibTeX XMLCite \textit{E. Kremer}, Bl., Dtsch. Ges. Versicherungsmath. 18, No. 1, 59--63 (1987; Zbl 0611.62132) Full Text: DOI
Broeckx, F.; Goovaerts, M.; de Vylder, F. Ordering of risks and ruin probabilities. (English) Zbl 0589.62089 Insur. Math. Econ. 5, 35-44 (1986). Reviewer: A.Reich MSC: 62P05 PDFBibTeX XMLCite \textit{F. Broeckx} et al., Insur. Math. Econ. 5, 35--44 (1986; Zbl 0589.62089) Full Text: DOI