On higher-order properties of compound geometric distributions (Q3153657)

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On higher-order properties of compound geometric distributions
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    On higher-order properties of compound geometric distributions (English)
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    29 April 2003
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    compound geometric distribution
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    residual lifetime distributions
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    equilibrium distributions
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    integrated tails
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    defective renewal equation
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    DFR
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    IFR
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    IMRL
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    DMRL
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    NWU
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    NBU
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    2-NWU
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    2-NBU
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    NBUC
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    NWUC
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    NBUE
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    NWUE
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    mean residual lifetime
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    Laplace-Stieltjes transform
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    stop-loss premium
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    stop-loss moments
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    Lundberg bound
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    time of ruin
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