Error bounds for exponential approximations of geometric convolutions
DOI10.1214/AOP/1176990750zbMATH Open0709.60016OpenAlexW1998579760MaRDI QIDQ921701FDOQ921701
Authors: Mark Brown
Publication date: 1990
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990750
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- Non-exponential bounds for stop-loss premiums and ruin probabilities
- Asymptotically correct bounds of geometric convolutions with subexponential components
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- GEOMETRIC-FORM BOUNDS FOR THE GIX/M/1 QUEUEING SYSTEM
- On the DFR property of the compound geometric distribution with applications in risk theory
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- On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums
- New rates for exponential approximation and the theorems of Rényi and Yaglom
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- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
- Aging and other distributional properties of discrete compound geometric distributions
- Hitting times of rare events in Markov chains
- Stability estimates of generalized geometric sums and their applications
- Distributions of random variables involved in discrete censored δ-shock models
- Geometric stable distributions in Banach spaces
- Sharp bounds for exponential approximations under a hazard rate upper bound
- On applications of residual lifetimes of compound geometric convolutions
- QUICK SIMULATION METHODS FOR ESTIMATING THE UNRELIABILITY OF REGENERATIVE MODELS OF LARGE, HIGHLY RELIABLE SYSTEMS
- Estimates of the convergence rate in a limit theorem for geometric sums and some of their applications
- Estimates of stability of geometric convolutions
- On the complete monotonicity of the compound geometric convolution with applications in risk theory
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- Designing experiments for estimating an appropriate outlet size for a silo type problem
- Negative ageing property of random sum
- Bounds for convergence rate in laws of large numbers for mixed Poisson random sums
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- A study of chi-square-type distribution with geometrically distributed degrees of freedom in relation to distributions of geometric random sums
- Aging properties and bounds for ruin probabilities and stop-loss premiums
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- On the integrated tail of the deficit in the renewal risk model
- Monotonicity properties and the deficit at ruin in the Sparre Andersen model
- Bounds for the probability and severity of ruin in the Sparre Andersen model
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