On the DFR property of the compound geometric distribution with applications in risk theory

DOI10.1016/j.insmatheco.2010.09.005zbMath1231.91229OpenAlexW2088611866MaRDI QIDQ661269

Georgios Psarrakos

Publication date: 10 February 2012

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.09.005

zbMATH Keywords

ruin probabilityrenewal equationladder heightcompound geometric distributionDFR (IFR)IMRL (DMRL)NWU (NBU)NWUE (NBUE)

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Renewal theory (60K05)

Related Items (2)

Kernel perturbations for a class of second-kind convolution Volterra equations with non-negative kernels ⋮ Some aging properties involved with compound geometric distributions

Cites Work

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• Risk theory for the compound Poisson process that is perturbed by diffusion
• Error bounds for exponential approximations of geometric convolutions
• DFR property of first-passage times and its preservation under geometric compounding
• Aspects of risk theory
• Compound geometric residual lifetime distributions and the deficit at ruin.
• New order preserving properties of geometric compounds.
• Characterizations of the exponential distribution by stochastic ordering properties of the geometric compound
• Asymptotic methods in reliability theory: a review
• Classes of life distributions and renewal counting process
• On applications of residual lifetimes of compound geometric convolutions
• On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
• On a Class of Renewal Risk Processes

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