Some estimates of geometric sums
DOI10.1016/S0167-7152(01)00136-5zbMATH Open0989.60082OpenAlexW1969137282MaRDI QIDQ5953897FDOQ5953897
Authors: Jean-Louis Bon, Vladimir Kalashnikov 
Publication date: 29 July 2002
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00136-5
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- Simplified bounds on the tails of compound distributions
- Bounds, inequalities, and monotonicity properties for some specialized renewal processes
- Bounds for geometric sums used for evaluation of reliability of regenerative models
- Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist
Cited In (11)
- Numerical comparisons of approximations of geometric sums
- On upper bounds for the tail distribution of geometric sums of subexponential random variables
- Title not available (Why is that?)
- Error bounds for exponential approximation of large-system reliability
- Monotonicity and aging properties of random sums
- Discrete random bounds for general random variables and applications to reliability
- On mixed censored \(\delta \)-shock models
- New continuity estimates of geometric sums
- Exponential and Pareto-type bounds for the renewal function and the excess lifetime of a renewal process
- ApproximatingM/G/1 Waiting Time Tail Probabilities
- Refinements of bounds for tails of compound distributions and ruin probabilities
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