On the integrated tail of the deficit in the renewal risk model (Q2516397): Difference between revisions

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+https://doi.org/10.1007/s11009-013-9381-4
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+W1978734126
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+Q3026011
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+Compound geometric residual lifetime distributions and the deficit at ruin.
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+Error bounds for exponential approximations of geometric convolutions
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+Aging properties and bounds for ruin probabilities and stop-loss premiums
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+On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
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+Non-exponential bounds for stop-loss premiums and ruin probabilities
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+Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process
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+On the complete monotonicity of the compound geometric convolution with applications in risk theory
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+Q5461830
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+Lundberg-type bounds and asymptotics for the moments of the time to ruin
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+Bounds for classical ruin probabilities
@@ Property / cites work: Bounds for classical ruin probabilities / rank @@
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+The Time Value of Ruin in a Sparre Andersen Model
@@ Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank @@
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+Closure properties of some partial orderings under mixing
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+The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
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+A note on convolutions of compound geometric distributions
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+On higher-order properties of compound geometric distributions
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+On applications of residual lifetimes of compound geometric convolutions
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+Equilibrium compound distributions and stop-loss moments
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+Nonexponential asymptotics for the solutions of renewal equations, with applications
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+Publication:2516397