Refinements of two-sided bounds for renewal equations

DOI10.1016/j.insmatheco.2010.10.013zbMath1235.60123OpenAlexW1994697708MaRDI QIDQ2276218

Jae-Kyung Woo

Publication date: 1 August 2011

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.10.013

zbMATH Keywords

nonexponential boundadjustment coefficient(defective) renewal equationreliability classification (DFR, NWU, NWUC, NWUE)

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items

Bounds for the renewal function and related quantities ⋮ Sequences of improved two-sided bounds for the renewal function and the solutions of renewal-type equations ⋮ Refinement bounds for the expected number of renewal epochs over a finite interval ⋮ Refinements of bounds for tails of compound distributions and ruin probabilities

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Tail bounds for the joint distribution of the surplus prior to and at ruin
• Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model
• On the distribution of the surplus prior to ruin
• Aging properties and bounds for ruin probabilities and stop-loss premiums
• Refinements and distributional generalizations of Lundberg's inequality
• Some improvements on the Lundberg bound for the ruin probability
• The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
• Compound geometric residual lifetime distributions and the deficit at ruin.
• A solution to the ruin problem for Pareto distributions.
• Lundberg inequalities for renewal equations
• On a risk model with dependence between interclaim arrivals and claim sizes
• Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist
• Preservation of certain classes of life distributions under Poisson shock models
• Non-exponential bounds for stop-loss premiums and ruin probabilities
• On the Distribution of the Surplus Prior and at Ruin
• On the Time Value of Ruin