Aging and other distributional properties of discrete compound geometric distributions

DOI10.1016/S0167-6687(01)00062-2zbMath1025.62006OpenAlexW2054231268MaRDI QIDQ1413274

Jun Cai, Gordon E. Willmot

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(01)00062-2

zbMATH Keywords

probability generating functionmixed Poisson distributionLundberg inequality\(M\)/\(G\)/1 queue lengthbest exponential upper bounddiscrete compound geometric distributiondiscrete decreasing failure ratediscrete increasing mean residual lifetimediscrete log-convexdiscrete ruin theorydiscrete strongly new worse than used

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Reliability and life testing (62N05)

Related Items (10)

Moment Inequalities for Discrete Ageing Families ⋮ On mixed censored \(\delta \)-shock models ⋮ Reliability assessment for censored \(\delta\)-shock models ⋮ Distributions of random variables involved in discrete censored δ-shock models ⋮ Bounds for the Expected Time to Extinction and the Probability of Extinction in the Galton-Watson Process ⋮ Monotonicity and aging properties of random sums ⋮ Discrete Lundberg-type bounds with actuarial applications ⋮ The preservation of classes of discrete distributions under convolution and mixing ⋮ Negative ageing property of random sum ⋮ Comparisons of multistate models with discrete-time pure-birth process for recurrent events and uncertain parameters

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