Approximations for solutions of renewal-type equations

DOI10.1016/S0304-4149(98)00046-5zbMath0933.60094MaRDI QIDQ1807279

Susan M. Pitts, Konstadinos Politis

Publication date: 18 November 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Banach algebra; Fréchet derivatives; renewal density; phase-type distributions; renewal-type equations

Mathematics Subject Classification ID

60K10: Applications of renewal theory (reliability, demand theory, etc.)

60K05: Renewal theory

Related Items

A Functional Approach for Ruin Probabilities, Approximations for the moments of ruin time in the compound Poisson model, A functional approach to approximations for the observed open times in single ion channel models, Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations., Moments-Based Approximation to the Renewal Function, Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model

Uses Software

• EMpht

Cites Work

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