Some continuity estimates for ruin probability and other ruin-related quantities

In this paper we investigate continuity properties for ruin probability in the classical risk model. Properties of contractive integral operators are used to derive continuity estimates for the deficit at ruin. These results are also applied to obtain desired continuity inequalities in the setting o...

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Bibliografski detalji

Glavni autor:	Lazaros Kanellopoulos
Format:	Artigo
Jezik:	Inglês
Izdano:	VTeX 2026-03-01
Serija:	Modern Stochastics: Theory and Applications
Teme:	Classical risk model ruin probability deficit at ruin contractive operators diffusion
Online pristup:	https://www.vmsta.org/doi/10.15559/26-VMSTA300
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