| Article ID: | iaor2001956 |
| Volume: | 22 |
| Issue: | 1 |
| Start Page Number: | 27 |
| End Page Number: | 32 |
| Publication Date: | Feb 1998 |
| Journal: | Operations Research Letters |
| Authors: | Willmot G.E. |
A generalized class of Tijms-type approximations for ruin and waiting time probabilities is discussed. Conditions are obtained under which the correct asymptotic right tail behavior is exhibited, thus providing an answer to a question raised in connection with the Tijms approximation. Gamma and IFR tail corrections are considered.