A note on convolutions of compound geometric distributions

DOI10.1016/j.spl.2009.01.012zbMath1169.60306OpenAlexW2052716489MaRDI QIDQ1017822

Georgios Psarrakos

Publication date: 12 May 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.01.012

zbMATH Keywords

generating functionheavy-tailed distributionslight-tailed distributionsLundberg type equation

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (3)

Monotonicity properties for solutions of renewal equations ⋮ On the integrated tail of the deficit in the renewal risk model ⋮ Some aging properties involved with compound geometric distributions

Cites Work

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• ON CLASSES OF LIFETIME DISTRIBUTIONS WITH UNKNOWN AGE
• A note on stochastic comparisons of excess lifetimes of renewal processes
• A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications
• On applications of residual lifetimes of compound geometric convolutions
• On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications

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