Title: A remark on ‘A class of approximations of ruin probabilities’
Abstract: Abstract In this short note we shall show that a certain ‘tail’-condition used by Grandell (1977, p. 42) is unnecessary. We shall freely use notions and notations from our previous paper. We shall only consider the Poisson case.
Publication Year: 1978
Publication Date: 1978-04-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 30
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