Andrei G. Gureev
Abstract
Upper and lower bounds are obtained for ruin probabilities with safety margin ρ in the case of known expectation, variance and range for the claim severity function.
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Upper and lower bounds are obtained for ruin probabilities with safety margin ρ in the case of known expectation, variance and range for the claim severity function.
Key concepts: Ruin theory, Mathematics, Variance (accounting), Range (aeronautics), Margin (machine learning), Function (biology), Statistics, Upper and lower bounds