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Volumn 18, Issue 1, 1996, Pages 29-33

Bounds on the tails of convolutions of compound distributions

Author keywords

Compound distributions; M G c queue; Ruin probabilities

Indexed keywords


EID: 0030140085     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-6687(95)00024-0     Document Type: Article
Times cited : (5)

References (12)
  • 2
    • 0001912797 scopus 로고
    • Risk theory for the compound Poisson process that is perturbed by diffusion
    • Dufresne, F. and H. Gerber (1991). Risk theory for the compound Poisson process that is perturbed by diffusion. Insurance: Mathematics and Economics 10, 51-59.
    • (1991) Insurance: Mathematics and Economics , vol.10 , pp. 51-59
    • Dufresne, F.1    Gerber, H.2
  • 3
    • 0001924427 scopus 로고
    • Exponential inequalities for ruin probilities of risk processes perturbed by diffusion
    • Furrer, H.J. and H. Schmidli (1994). Exponential inequalities for ruin probilities of risk processes perturbed by diffusion. Insurance: Mathematics and Economics 15, 23-36.
    • (1994) Insurance: Mathematics and Economics , vol.15 , pp. 23-36
    • Furrer, H.J.1    Schmidli, H.2
  • 4
    • 0000437178 scopus 로고
    • An extension of the renewal equation and its application in the collective theory of risk
    • Gerber, H. (1970). An extension of the renewal equation and its application in the collective theory of risk. Skandinavisk Aktuarietidskrift 205-210.
    • (1970) Skandinavisk Aktuarietidskrift , pp. 205-210
    • Gerber, H.1
  • 5
    • 0016562766 scopus 로고
    • Utilization of idle time in an M/G/1 queueing system
    • Levy, Y. and U. Yechiali (1975). Utilization of idle time in an M/G/1 queueing system. Management Science 22, 202-211.
    • (1975) Management Science , vol.22 , pp. 202-211
    • Levy, Y.1    Yechiali, U.2
  • 6
    • 0030554651 scopus 로고    scopus 로고
    • Tail of compound distributions and excess time
    • to appear
    • Lin, X. (1996). Tail of compound distributions and excess time. Journal of Applied Probability, to appear.
    • (1996) Journal of Applied Probability
    • Lin, X.1
  • 7
    • 0000559882 scopus 로고
    • Generalizations of the Pollaczek-Khinchin integral equation in the theory of queue
    • Neuts, M. (1986). Generalizations of the Pollaczek-Khinchin integral equation in the theory of queue. Advances in Applied Probability 18, 952-990.
    • (1986) Advances in Applied Probability , vol.18 , pp. 952-990
    • Neuts, M.1
  • 10
    • 38249000146 scopus 로고
    • Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
    • Veraverbeke, N. (1993). Asymptotic estimates for the probability of ruin in a Poisson model with diffusion. Insurance: Mathematics and Economics 13, 57-62.
    • (1993) Insurance: Mathematics and Economics , vol.13 , pp. 57-62
    • Veraverbeke, N.1
  • 11
    • 0002085339 scopus 로고
    • Refinements and distributional generalizations of Lundberg's inequalities
    • Willmot, G. (1994). Refinements and distributional generalizations of Lundberg's inequalities. Insurance: Mathematics and Economics 15, 49-63.
    • (1994) Insurance: Mathematics and Economics , vol.15 , pp. 49-63
    • Willmot, G.1
  • 12
    • 21844491343 scopus 로고
    • Lundberg bounds on the tails of compound distributions
    • Willmot, G. and X. Lin (1994). Lundberg bounds on the tails of compound distributions. Journal of Applied Probability 31, 743-756.
    • (1994) Journal of Applied Probability , vol.31 , pp. 743-756
    • Willmot, G.1    Lin, X.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.