Some monotonicity properties of the delayed renewal function

DOI10.2307/3214684zbMath0746.60083OpenAlexW4245645072MaRDI QIDQ3988121

J. B. G. Frenk, Bjorn G. Hansen

Publication date: 28 June 1992

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214684

zbMATH Keywords

monotonicityconvexityrenewal processesrenewal functionincreasing mean residual life

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

Related Items (7)

A note on the convexity of ruin probabilities ⋮ De Finetti's optimal dividends problem with an affine penalty function at ruin ⋮ Concave Renewal Functions do not Imply DFR Interrenewal Times ⋮ Monotonicity and aging properties of random sums ⋮ Shapes of stationary autocovariances ⋮ Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach ⋮ A monotonicity in reversible Markov chains

This page was built for publication: Some monotonicity properties of the delayed renewal function