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

Authors
Grandell, J.
Citation
J. Grandell,, A remark on ‘A class of approximations of ruin probabilities’, Scandinavian actuarial journal , 1978(2), 1978, pp. 77-78
Journal title
Scandinavian actuarial journal → ACNP
ISSN journal
03461238
Volume
1978
Issue
2
Year of publication
1978
Pages
77 - 78
Database
ACNP
SICI code
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.