Aging and other distributional properties of discrete compound geometric distributions

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

Jun Cai, Gordon E. Willmot

Publication date: 16 November 2003

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

zbMATH Keywords

probability generating function; mixed Poisson distribution; Lundberg inequality; \(M\)/\(G\)/1 queue length; best exponential upper bound; discrete compound geometric distribution; discrete decreasing failure rate; discrete increasing mean residual lifetime; discrete log-convex; discrete ruin theory; discrete strongly new worse than used

Mathematics Subject Classification ID

62E10: Characterization and structure theory of statistical distributions

62N05: Reliability and life testing

Related Items

Moment Inequalities for Discrete Ageing Families, Bounds for the Expected Time to Extinction and the Probability of Extinction in the Galton-Watson Process, Discrete Lundberg-type bounds with actuarial applications, Monotonicity and aging properties of random sums, 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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