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
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
Tsai, Cary Chi-Liang; Lu, Yi An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion. (English) Zbl 1226.91030 Scand. Actuar. J. 2010, No. 3, 200-220 (2010). MSC: 91B30 60K10 60E15 PDFBibTeX XMLCite \textit{C. C. L. Tsai} and \textit{Y. Lu}, Scand. Actuar. J. 2010, No. 3, 200--220 (2010; Zbl 1226.91030) 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
Dickson, David C. M. An upper bound for the probability of ultimate ruin. (English) Zbl 0809.62099 Scand. Actuarial J. 1994, No. 2, 131-138 (1994). MSC: 62P05 PDFBibTeX XMLCite \textit{D. C. M. Dickson}, Scand. Actuarial J. 1994, No. 2, 131--138 (1994; Zbl 0809.62099) Full Text: DOI