Refinements of two-sided bounds for renewal equations

DOI10.1016/J.INSMATHECO.2010.10.013MaRDI QIDQ2276218zbMATH OpenOpenAlexFDO

Authors Jae-Kyung Woo

Publication date 1 August 2011

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

Full work available at URL https://doi.org/10.1016/j.insmatheco.2010.10.013

zbMATH Keywords

(defective) renewal equationadjustment coefficientnonexponential boundreliability classification (DFR, NWU, NWUC, NWUE)

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability, availability, maintenance, inspection in operations research (90B25)

Recommendations

• Sequences of improved two-sided bounds for the renewal function and the solutions of renewal-type equations
• scientific article; zbMATH DE number 4120761
• scientific article; zbMATH DE number 4090130
• Bounds for the renewal function and related quantities
• Some results on renewal equations
• SOME NEW BOUNDS FOR THE RENEWAL FUNCTION
• scientific article; zbMATH DE number 3315515
• Some Analytical and Numerical Bounds on the Renewal Function
• Approximations for solutions of renewal-type equations

Cites work

• A solution to the ruin problem for Pareto distributions.
• Aging properties and bounds for ruin probabilities and stop-loss premiums
• Compound geometric residual lifetime distributions and the deficit at ruin.
• scientific article; zbMATH DE number 54039 (Why is no real title available?)
• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• scientific article; zbMATH DE number 1093829 (Why is no real title available?)
• scientific article; zbMATH DE number 805121 (Why is no real title available?)
• Lundberg inequalities for renewal equations
• Non-exponential bounds for stop-loss premiums and ruin probabilities
• On a risk model with dependence between interclaim arrivals and claim sizes
• On the Distribution of the Surplus Prior and at Ruin
• On the distribution of the surplus prior to ruin
• On the Time Value of Ruin
• Preservation of certain classes of life distributions under Poisson shock models
• Refinements and distributional generalizations of Lundberg's inequality
• Some improvements on the Lundberg bound for the ruin probability
• Tail bounds for the joint distribution of the surplus prior to and at ruin
• The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
• Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist
• Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model

Cited in

(10)

• Refinements of bounds for tails of compound distributions and ruin probabilities
• Some bounds for the renewal function and the variance of the renewal process
• Bounds for the renewal function and related quantities
• Lundberg inequalities for renewal equations
• Some Analytical and Numerical Bounds on the Renewal Function
• Bounds and comparisons for weighted renewal-type integral equations
• Sequences of improved two-sided bounds for the renewal function and the solutions of renewal-type equations
• Refinement bounds for the expected number of renewal epochs over a finite interval
• Two-sided bounds for renewal equations and ruin quantities
• Exponential and Pareto-type bounds for the renewal function and the excess lifetime of a renewal process

This page was built for publication: Refinements of two-sided bounds for renewal equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2276218)