论文信息 - A remark on ‘A class of approximations of ruin probabilities’

A remark on ‘A class of approximations of ruin probabilities’

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.

Jan Grandell | J. Grandell

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