On upper bounds for the tail distribution of geometric sums of subexponential random variables (Q1039620): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / arXiv ID
 
Property / arXiv ID: 0805.4548 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Waiting-time tail probabilities in queues with long-tail service-time distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Probability and Queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rare events simulation for heavy-tailed distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics for sums of random variables with local subexponential behaviour / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4082108 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The failure rate in reliability: Approximations and bounds / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Distribution of the time to Ruin in the Classical Risk Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimates for the probability of ruin with special emphasis on the possibility of large claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624436 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The maximum on a random time interval of a random walk with long-tailed increments and negative drift. / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Introduction to Heavy-Tailed and Subexponential Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4881149 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aspects of risk theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4345864 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tails of waiting times and their bounds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotically correct bounds of geometric convolutions with subexponential components / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subexponential distributions and characterizations of related classes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail of compound distributions and excess time / rank
 
Normal rank
Property / cites work
 
Property / cites work: A non-exponential generalization of an inequality arising in queueing and insurance risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lundberg approximations for compound distributions with insurance applications / rank
 
Normal rank

Latest revision as of 05:32, 2 July 2024

scientific article
Language Label Description Also known as
English
On upper bounds for the tail distribution of geometric sums of subexponential random variables
scientific article

    Statements

    On upper bounds for the tail distribution of geometric sums of subexponential random variables (English)
    0 references
    0 references
    23 November 2009
    0 references
    0 references
    geometric sum
    0 references
    subexponential distribution
    0 references
    upper bounds
    0 references
    GI/GI/1
    0 references
    0 references
    0 references