scientific article; zbMATH DE number 1040052

zbMATH Open0881.60043MaRDI QIDQ4345864FDOQ4345864

Authors: Vladimir Kalashnikov

Publication date: 28 July 1997

Title of this publication is not available (Why is that?)

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zbMATH Keywords

bounds ruin probability regenerative process reliability models rare event Rényi's theorem metric bounds

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sums of independent random variables; random walks (60G50) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Discrete-time Markov processes on general state spaces (60J05)

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Obituary: Vladimir Kalashnikov (May 12, 1942--March 20, 2001)
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Approximation of Reliability for a large system with non-markovian repair-times
Bounds for geometric sums used for evaluation of reliability of regenerative models
Non-exponential bounds for stop-loss premiums and ruin probabilities
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On approximations to the ruin probability for the classical risk process
Computing ruin probability in the classical risk model
A Functional Approach for Ruin Probabilities
Dispersion models for geometric sums
Some estimates of geometric sums
Limit distributions for doubly stochastically rarefied renewal processes and their properties
Weak limits for multivariate random sums
Generalized negative binomial distributions as mixed geometric laws and related limit theorems
Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I
Hazard function and characterizations on distribution tails of nonnegative random variables
Continuity Estimates for Ruin Probabilities
Comparison of ruin probability estimates in the presence of heavy tails
On the accuracy of phase-type approximations of heavy-tailed risk models
Simple approximations of ruin probabilities
Discrete dispersion models and their Tweedie asymptotics
Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions
Error bounds for exponential approximation of large-system reliability
Simple continuity inequalities for ruin probability in the classical risk model
Discrete random bounds for general random variables and applications to reliability
Takács' asymptotic theorem and its applications: a survey
On the DFR property of the compound geometric distribution with applications in risk theory
Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
90 years of the Lindeberg method
Some aging properties involved with compound geometric distributions
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On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
Stability estimates of generalized geometric sums and their applications
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Sharpened upper bounds for the absolute constant in the Berry-Esseen inequality for mixed Poisson random sums
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On convergence of the distributions of random sequences with independent random indexes to variance-mean mixtures
Simple bounds for terminating Poisson and renewal shock processes
Bounds for convergence rate in laws of large numbers for mixed Poisson random sums
Pessimistic approximations of the reliability for regenerative models
Computer simulation of geometric stable distributions
Nonlinearly perturbed stochastic processes and systems
How to measure the accuracy of the subexponential approximation for the stationary single server queue
Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison
Operator geometric stable laws
Total variation error bounds for geometric approximation
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Domains of attraction to Tweedie distributions
An extension of Zolotarev's problem and some related results
Variability comparisons for some mixture models with stochastic environments in biosciences and engineering
Two-Sided Bounds for Tails of Compound Negative Binomial Distributions in the Exponential and Heavy-Tailed Cases
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Tempered positive Linnik processes and their representations
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Recent issues on stochastic directional convexity, and new results on the analysis of systems for communication, information, time scales and maintenance
Lindeberg's method for moderate deviations and random summation
Flows of rare events for regularly perturbed semi-Markov processes
Bounds for the concentration functions of random sums under relaxed moment conditions
Functional sensitivity analysis of ruin probability in the classical risk models
On the rate of convergence in limit theorems for negative-binomial random sums
On the randomized Bernstein approximation theorem and the order of approximation
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An extension of random summations of independent and identically distributed random variables
Geometric sums, size biasing and zero biasing
On the rates of convergence in central limit theorems for compound random sums of independent random variables
On the order of approximation in limit theorems for negative-binomial sums of strictly stationary \(m\)-dependent random variables
On steady state probabilities of renewable system with Marshal-Olkin failure model
Convergence rate of random geometric sum distributions to the Laplace law
Energy-constrained random walk with boundary replenishment
On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums
Convergence and inference for mixed Poisson random sums
Connecting renewal age processes with M/D/1 and M/D/\(\infty \) queues through stick breaking
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Finitary isomorphisms of renewal point processes and continuous-time regenerative processes
On the weak laws of large numbers for compound random sums of independent random variables with convergence rates
Convergence rates in the limit theorems for random sums of \(m\)-orthogonal random variables
Tails of Stopped Random Products: The Factoid and Some Relatives
Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes
Stein's method for compound geometric approximation
Estimates of the convergence rate in a limit theorem for geometric sums and some of their applications
Estimates of stability of geometric convolutions

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