Stochastic models as functionals: some remarks on the renewal case

DOI10.2307/3214036zbMath0672.60087OpenAlexW2332464020MaRDI QIDQ3825890

Rudolf Grübel

Publication date: 1989

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214036

zbMATH Keywords

exponential distributionrenewal functionlifetime distributionrenewal density

Mathematics Subject Classification ID

Renewal theory (60K05)

Related Items (10)

Integral representations and convergence of the renewal density ⋮ On semiparametric estimation of ruin probabilities in the classical risk model ⋮ Approximations for the Gerber-Shiu expected discounted penalty function in the compound poisson risk model ⋮ A Functional Approach for Ruin Probabilities ⋮ Approximations for the moments of ruin time in the compound Poisson model ⋮ Approximations for solutions of renewal-type equations ⋮ A survey of parameter and state estimation in queues ⋮ A functional approach to approximations for the observed open times in single ion channel models ⋮ Large sample Bayesian analysis for Geo\(/G/1\) discrete-time queueing models ⋮ Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations.

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