An approximate solution of the integral equation of renewal theory
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Publication:3719593
DOI10.2307/3213960zbMath0591.60085OpenAlexW2319924045MaRDI QIDQ3719593
Publication date: 1985
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213960
numerical comparisonsgamma densitiesefficiency of the approximationhazard rate characteristicsrenewal integral equation
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Moments-Based Approximation to the Renewal Function ⋮ Discrete random bounds for general random variables and applications to reliability ⋮ Periodical replacement problem without assuming minimal repair ⋮ Some approximations of ultimate ruin probability for finite initial surplus ⋮ ALTERNATIVE ANALYSIS OF FINITE-TIME PROBABILITY DISTRIBUTIONS OF RENEWAL THEORY ⋮ Two-dimensional Renewal Function Approximation ⋮ On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times ⋮ Nonparametric Estimation of the Renewal Function by Empirical Data ⋮ Some Analytical and Numerical Bounds on the Renewal Function
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