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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.

18.212.120.195.