A unified approach to the study of tail probabilities of compound distributions

Journal of Applied Probability

Volumn 36, Issue 4, 1999, Pages 1058-1073

  Cai, Jun ^a   Garrido, José ^b  

^a UNIVERSITY OF WATERLOO   (Canada)

^b Dept of Electrical and Computer Engineering   (Canada)

Author keywords

Compound distribution; Cram r Lundberg's condition; Heavy tailed distribution; Lundberg's inequality; NBU distribution; NWU distribution; Reliability distribution classes; Renewal process; Stochastic ordering; Wald's identity

Indexed keywords

EID: 0033233835     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200017861     Document Type: Article

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