Refinement bounds for the expected number of renewal epochs over a finite interval

DOI10.1080/02331888.2024.2305111OpenAlexW4391006149WikidataQ129674654 ScholiaQ129674654MaRDI QIDQ6192110

Sotirios Losidis

Publication date: 11 March 2024

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2024.2305111

zbMATH Keywords

renewal processconditional probabilitiesnumber of renewalsforward recurrence timevariance of the number of renewals

Mathematics Subject Classification ID

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

Cites Work

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• Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model
• Bounds, inequalities, and monotonicity properties for some specialized renewal processes
• The moments of forward recurrence time
• Further monotonicity properties for specialized renewal processes
• Exact results and bounds for the joint tail and moments of the recurrence times in a renewal process
• Moments of the forward recurrence time in a renewal process
• Refinements of two-sided bounds for renewal equations
• Some bounds for the renewal function and the variance of the renewal process
• Bounds for the renewal function and related quantities
• Lundberg inequalities for renewal equations
• SOME NEW BOUNDS FOR THE RENEWAL FUNCTION
• Stopped Random Walks
• Some results on block replacement policies and renewal theory
• The correlation of the backward and forward recurrence times in a renewal process
• Classes of life distributions and renewal counting process
• Non-exponential bounds for stop-loss premiums and ruin probabilities
• Recurrence times and the expected number of renewal epochs over a finite interval

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