×

Discussion of: “Lundberg-type bounds for the joint distribution of surplus immediately before and at ruin under the Sparre Andersen model”. (English) Zbl 1479.91319

Discussion of [A. C. Y. Ng and H. Yang, N. Am. Actuar. J. 9, No. 2, 85–107 (2005; Zbl 1085.60517)].

MSC:

91G05 Actuarial mathematics

Citations:

Zbl 1085.60517
PDF BibTeX XML Cite
Full Text: DOI

References:

[1] Asmussen, Søren. 2000. Ruin Probabilities, Singapore: World Scientific.
[2] Drekic, Steve, Dickson, David C. M., Stanford, David A. and Willmot, Gordon E. 2004. On the Distribution of the Deficit at Ruin When Claims Are Phase-Type. Scandinavian Actuarial Journal, : 105-120. March · Zbl 1142.62088
[3] Ng, Andrew C. Y. and Yang, Hailiang. 2005. Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model. North American Actuarial Journal, 9(2): 85-100. · Zbl 1085.60517
[4] Willmot, Gordon E., Cai, Jun and Lin, X. Sheldon. 2001. Lundberg Inequalities for Renewal Equations. Advances in Applied Probability, 33: 674-89. · Zbl 1003.60081
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.