Aging and other distributional properties of discrete compound geometric distributions

DOI10.1016/S0167-6687(01)00062-2zbMath1025.62006OpenAlexW2054231268MaRDI QIDQ1413274

Jun Cai, Gordon E. Willmot

Publication date: 16 November 2003

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

Full work available at URL: https://doi.org/10.1016/s0167-6687(01)00062-2

zbMATH Keywords

probability generating functionmixed Poisson distributionLundberg inequality\(M\)/\(G\)/1 queue lengthbest exponential upper bounddiscrete compound geometric distributiondiscrete decreasing failure ratediscrete increasing mean residual lifetimediscrete log-convexdiscrete ruin theorydiscrete strongly new worse than used

Mathematics Subject Classification ID

Related Items (10)

Moment Inequalities for Discrete Ageing Families ⋮ On mixed censored \(\delta \)-shock models ⋮ Reliability assessment for censored \(\delta\)-shock models ⋮ Distributions of random variables involved in discrete censored δ-shock models ⋮ Bounds for the Expected Time to Extinction and the Probability of Extinction in the Galton-Watson Process ⋮ Monotonicity and aging properties of random sums ⋮ Discrete Lundberg-type bounds with actuarial applications ⋮ The preservation of classes of discrete distributions under convolution and mixing ⋮ Negative ageing property of random sum ⋮ Comparisons of multistate models with discrete-time pure-birth process for recurrent events and uncertain parameters

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