Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions

DOI10.1016/S0167-6687(97)00016-4zbMath0924.62110OpenAlexW2071895770MaRDI QIDQ1381471

Gordon E. Willmot

Publication date: 8 November 1999

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

Full work available at URL: https://doi.org/10.1016/s0167-6687(97)00016-4

zbMATH Keywords

ruin theoryfailure ratesmean residual lifetimeLundberg bounds-equilibrium distribution

Mathematics Subject Classification ID

Related Items (4)

ROLE OF EQUILIBRIUM DISTRIBUTION IN RELIABILITY STUDIES ⋮ A generalized defective renewal equation for the surplus process perturbed by diffusion. ⋮ On the expectations of the present values of the time of ruin perturbed by diffusion. ⋮ Analysis of a defective renewal equation arising in ruin theory

Cites Work

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• A probabilistic generalization of Taylor's theorem
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• Correction note to ``On the preservation of some orderings of risks under convolution
• Properties of moments for s-order equilibrium distributions
• Inequalities for NBUE and NWUE Life Distributions
• Preservation of certain classes of life distributions under Poisson shock models
• Lundberg bounds on the tails of compound distributions
• Simplified bounds on the tails of compound distributions
• Tail of compound distributions and excess time

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