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Martingales and Tail Probabilities

Published online by Cambridge University Press:  29 August 2014

Hans U. Gerber
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Abstract

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Type
Short Contributions
Information
ASTIN Bulletin: The Journal of the IAA , Volume 24 , Issue 1 , May 1994 , pp. 145 - 146
Copyright
Copyright © International Actuarial Association 1994

References

REFERENCE

Willmot, G. E. and Lin, X. (1993) Lundberg bounds on the tails of compound distributions. Research Report 93-14, Institute of Insurance and Pension Research. University of Waterloo. Forthcoming in the Journal of Applied Probability.Google Scholar