Some monotonicity properties of the delayed renewal function
From MaRDI portal
Publication:3988121
DOI10.2307/3214684zbMath0746.60083OpenAlexW4245645072MaRDI QIDQ3988121
J. B. G. Frenk, Bjorn G. Hansen
Publication date: 28 June 1992
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214684
Related Items
A note on the convexity of ruin probabilities, De Finetti's optimal dividends problem with an affine penalty function at ruin, Concave Renewal Functions do not Imply DFR Interrenewal Times, Monotonicity and aging properties of random sums, Shapes of stationary autocovariances, Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach, A monotonicity in reversible Markov chains