The exponential moment tail of inhomogeneous renewal process
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Publication:2343620
DOI10.1016/j.spl.2014.10.018zbMath1316.60133OpenAlexW2058330949MaRDI QIDQ2343620
Jonas Šiaulys, Emilija Bernackaitė
Publication date: 6 May 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.10.018
Related Items
The finite-time ruin probability for an inhomogeneous renewal risk model, Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk, A Lundberg-type inequality for an inhomogeneous renewal risk model
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