NWU property of a class of random sums

DOI10.1239/JAP/1014842286MaRDI QIDQ4503228zbMATH OpenOpenAlexFDO

Authors Jun Cai, Vladimir Kalashnikov

Publication date 4 September 2000

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

Full work available at URL https://doi.org/10.1239/jap/1014842286

zbMATH Keywords

discrete strongly new worse than usedmixed geometric sumsmixed Poisson sumsnegative binomial sums

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability and life testing (62N05)

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Cited in

(30)

• Aging and other distributional properties of discrete compound geometric distributions
• Compound geometric residual lifetime distributions and the deficit at ruin.
• Obituary: Vladimir Kalashnikov (May 12, 1942--March 20, 2001)
• Monotonicity and aging properties of random sums
• The preservation of classes of discrete distributions under convolution and mixing
• Negative ageing property of random sum
• Reliability assessment for censored \(\delta\)-shock models
• Further results for parallel systems with two heterogeneous exponential components
• Stochastic comparisons of largest order statistics from multiple-outlier exponential models
• On extreme order statistics from heterogeneous Weibull variables
• Right spread order of the second-order statistic from heterogeneous exponential random variables
• On parallel systems with heterogeneous gamma components
• Some characterization results for parallel systems with two heterogeneous exponential components
• Improved Ordering Results for Fail-Safe Systems with Exponential Components
• STOCHASTIC ORDER OF SAMPLE RANGE FROM HETEROGENEOUS EXPONENTIAL RANDOM VARIABLES
• Ageing properties of certain dependent geometric sums
• On the complete monotonicity of the compound geometric convolution with applications in risk theory
• On the maxima of heterogeneous gamma variables with different shape and scale parameters
• On applications of residual lifetimes of compound geometric convolutions
• Moment Inequalities for Discrete Ageing Families
• Likelihood ratio and hazard rate orderings of the maxima in two multiple-outlier geometric samples
• Comparisons of largest order statistics from multiple-outlier gamma models
• Some new results on the largest order statistics from multiple-outlier gamma models
• Comparisons of series and parallel systems with heterogeneous components
• Bounds for the expected time to extinction and the probability of extinction in the Galton-Watson process
• Equilibrium compound distributions and stop-loss moments
• Distributions of random variables involved in discrete censored δ-shock models
• Dispersive ordering of fail-safe systems with heterogeneous exponential components
• On defective renewal equations and compound geometric distributions, with applications in ruin theory
• A uniform asymptotic estimate for discounted aggregate claims with subexponential tails

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