Pages that link to "Item:Q3153657"
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The following pages link to On higher-order properties of compound geometric distributions (Q3153657):
Displaying 27 items.
- On the DFR property of the compound geometric distribution with applications in risk theory (Q661269) (← links)
- Some aging properties involved with compound geometric distributions (Q746053) (← links)
- A note on convolutions of compound geometric distributions (Q1017822) (← links)
- Compound geometric residual lifetime distributions and the deficit at ruin. (Q1413328) (← links)
- New order preserving properties of geometric compounds. (Q1423131) (← links)
- Symbolic calculation of the moments of the time of ruin. (Q1430676) (← links)
- Refinements of bounds for tails of compound distributions and ruin probabilities (Q2079137) (← links)
- Compound geometric distribution of order \(k\) (Q2397955) (← links)
- Differential calculus for linear operators represented by finite signed measures and applications (Q2434154) (← links)
- Monotonicity and aging properties of random sums (Q2485550) (← links)
- On the integrated tail of the deficit in the renewal risk model (Q2516397) (← links)
- \(g\)-geometric and \(g\)-binomial distributions of order image (Q2517481) (← links)
- On the geometric compounding model with applications (Q2772070) (← links)
- (Q4365656) (← links)
- The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes (Q4575365) (← links)
- On applications of residual lifetimes of compound geometric convolutions (Q4668002) (← links)
- Some properties of ageing notions based on the moment-generating-function order (Q4668010) (← links)
- Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model (Q5039802) (← links)
- On compounded geometric distributions and their applications (Q5267867) (← links)
- Discrete Lundberg-type bounds with actuarial applications (Q5429600) (← links)
- Equilibrium compound distributions and stop-loss moments (Q5430549) (← links)
- Non-exponential bounds for stop-loss premiums and ruin probabilities (Q5430553) (← links)
- On the Moments of the Time of Ruin with Applications to Phase-Type Claims (Q5716023) (← links)
- Applications of the classical compound Poisson model with claim sizes following a compound distribution (Q6163059) (← links)
- Two-sided bounds for renewal equations and ruin quantities (Q6549585) (← links)
- Improved bounds on tails of convolutions of compound distributions: application to ruin probabilities for the risk process perturbed by diffusion (Q6556760) (← links)
- Generalized iterated Poisson process and applications (Q6633177) (← links)
