SOME NEW BOUNDS FOR THE RENEWAL FUNCTION

DOI10.1017/S0269964806060141zbMath1111.60064OpenAlexW2105430299MaRDI QIDQ3431058

Konstadinos Politis, Markos V. Koutras

Publication date: 5 April 2007

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964806060141

Mathematics Subject Classification ID

Renewal theory (60K05)

Related Items (7)

Recurrence times and the expected number of renewal epochs over a finite interval ⋮ A two-sided bound for the renewal function when the interarrival distribution is IMRL ⋮ Some new bounds for the mean value function of the residual lifetime process ⋮ Some bounds for the renewal function and the variance of the renewal process ⋮ 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

Cites Work

• Bounds for the probability and severity of ruin in the Sparre Andersen model
• Some results on block replacement policies and renewal theory
• Classes of life distributions and renewal counting process
• A NOTE ON THE INSURANCE RISK PROBLEM
• Tail of compound distributions and excess time
• A unified approach to the study of tail probabilities of compound distributions
• Non-exponential bounds for stop-loss premiums and ruin probabilities
• Linear Bounds on the Renewal Function

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