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Document Details : Title: Excess of Loss Reinsurance and and Probability of Ruin in Finite Horizon Author(s): DE LOURDES CENTENO, M. Journal: ASTIN Bulletin Volume: 27 Issue: 1 Date: May 1997 Pages: 59-70 DOI: 10.2143/AST.27.1.542067 Abstract : The upper bound provided by Lundberg's inequality can be improved for the probability of ruin in finite horizon, as Gerber (1979) has shown This paper studies this upper bound as a function of the retention limit, for an excess of loss arrangement, and compares it with the probability of ruin. |