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Volumn 55, Issue 1, 2001, Pages 89-97

Some estimates of geometric sums

Author keywords

60K10; 60K20; 62N05; 90B25; Geometric sum; Reliability; Renewal process; Truncation

Indexed keywords


EID: 0042910571     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(01)00136-5     Document Type: Article
Times cited : (12)

References (13)
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    • 0043008826 scopus 로고    scopus 로고
    • Bounds for geometric sums used for evaluation of reliability of regenerative models
    • Bon J.-L., Kalashnikov V. Bounds for geometric sums used for evaluation of reliability of regenerative models. J. Math. Sci. 93(4):1999;486-500.
    • (1999) J. Math. Sci. , vol.93 , Issue.4 , pp. 486-500
    • Bon, J.-L.1    Kalashnikov, V.2
  • 4
    • 0000376886 scopus 로고
    • Bounds, inequalities, and monotonicity properties for some specialized renewal processes
    • Brown M. Bounds, inequalities, and monotonicity properties for some specialized renewal processes. Ann. Probab. 8:1980;227-260.
    • (1980) Ann. Probab. , vol.8 , pp. 227-260
    • Brown, M.1
  • 5
    • 0009086177 scopus 로고    scopus 로고
    • Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist
    • Cai, J., Garrido, J., 1999. Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. Scand. Actuar. J. (1) 80-93.
    • (1999) Scand. Actuar. J. , Issue.1 , pp. 80-93
    • Cai, J.1    Garrido, J.2
  • 6
    • 0000708942 scopus 로고
    • A theorem on sums of independent positive random variables and its application to branching processes
    • Chistyakov V.P. A theorem on sums of independent positive random variables and its application to branching processes. Theory Probab. Appl. 9:1964;640-648.
    • (1964) Theory Probab. Appl. , vol.9 , pp. 640-648
    • Chistyakov, V.P.1
  • 7
    • 0002944036 scopus 로고
    • Estimates for the probability of ruin with special emphasis on the possibility of large claims
    • Embrechts P., Veraverbeke N. Estimates for the probability of ruin with special emphasis on the possibility of large claims. Insurance Math. Econom. 1:1982;55-72.
    • (1982) Insurance Math. Econom. , vol.1 , pp. 55-72
    • Embrechts, P.1    Veraverbeke, N.2
  • 9
    • 0043008824 scopus 로고    scopus 로고
    • Working paper No. 149, September 1997. Laboratory of Actuarial Mathematics, University of Copenhagen
    • Kalashnikov, V., 1997b. A simple proof of the Cramér formula. Working paper No. 149, September 1997. Laboratory of Actuarial Mathematics, University of Copenhagen.
    • (1997) A Simple Proof of the Cramér Formula
    • Kalashnikov, V.1
  • 11
    • 0043008825 scopus 로고    scopus 로고
    • Asymptotic development of the exponential approximation of geometric sum distributions. Kibern
    • (in Russian)
    • Nakonechnii, A.N., 1997. Asymptotic development of the exponential approximation of geometric sum distributions. Kibern. Systemi Anal. 1, 112-121 (in Russian).
    • (1997) Systemi Anal. , vol.1 , pp. 112-121
    • Nakonechnii, A.N.1
  • 12
    • 0032017101 scopus 로고    scopus 로고
    • The IFR/DFR property of the forward recurrence-time distribution
    • Polatioglu H., Sahin S. The IFR/DFR property of the forward recurrence-time distribution. IEEE Trans. Rel. 47:1997;59-65.
    • (1997) IEEE Trans. Rel. , vol.47 , pp. 59-65
    • Polatioglu, H.1    Sahin, S.2
  • 13
    • 0031082720 scopus 로고    scopus 로고
    • Simplified bounds on the tails of compound distributions
    • Willmot G.E., Lin X. Simplified bounds on the tails of compound distributions. J. Appl. Probab. 34:1997;127-133.
    • (1997) J. Appl. Probab. , vol.34 , pp. 127-133
    • Willmot, G.E.1    Lin, X.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.