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)].


91G05 Actuarial mathematics


Zbl 1085.60517
Full Text: DOI


[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
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