Error bounds for exponential approximations of geometric convolutions

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Cited in

(48)

Bounds for the probability and severity of ruin in the Sparre Andersen model
Tail bounds for the distribution of the deficit in the renewal risk model
Revisiting John Lamperti's maximal branching process
Stein's method for the single server queue in heavy traffic
The expected discounted penalty at ruin in the Erlang (2) risk process
Perpetuities with thin tails revisited
Bounds for geometric sums used for evaluation of reliability of regenerative models
Compound geometric residual lifetime distributions and the deficit at ruin.
Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist
Asymptotically correct bounds of geometric convolutions with subexponential components
Non-exponential bounds for stop-loss premiums and ruin probabilities
Sharp bounds for exponential approximations of NWUE distributions
Some simple variance bounds from Stein's method
On the accuracy of phase-type approximations of heavy-tailed risk models
Error bounds for exponential approximation of large-system reliability
Refinements and distributional generalizations of Lundberg's inequality
Monotonicity and aging properties of random sums
On the DFR property of the compound geometric distribution with applications in risk theory
GEOMETRIC-FORM BOUNDS FOR THE GI^X/M/1 QUEUEING SYSTEM
Some results on the joint distribution prior to and at the time of ruin in the classical model
On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums
Rare events in queueing systems -- A survey
New rates for exponential approximation and the theorems of Rényi and Yaglom
Aging and other distributional properties of discrete compound geometric distributions
Hitting times of rare events in Markov chains
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
Geometric stable distributions in Banach spaces
Stability estimates of generalized geometric sums and their applications
Distributions of random variables involved in discrete censored δ-shock models
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 stability of geometric convolutions
Estimates of the convergence rate in a limit theorem for geometric sums and some of their applications
On the complete monotonicity of the compound geometric convolution with applications in risk theory
Reliability assessment for censored \(\delta\)-shock models
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
THE ESTIMATE OF THE ERROR FOR APPROXIMATION OF SOME DISCRETE DISTRIBUTION BY THE GEOMETRIC DISTRIBUTION
Stochastic spikes and Poisson approximation of one-dimensional stochastic differential equations with applications to continuously measured quantum systems
Total variation error bounds for geometric approximation
Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison
Aging properties and bounds for ruin probabilities and stop-loss premiums
A study of chi-square-type distribution with geometrically distributed degrees of freedom in relation to distributions of geometric random sums
On the integrated tail of the deficit in the renewal risk model
Equilibrium compound distributions and stop-loss moments
Monotonicity properties and the deficit at ruin in the Sparre Andersen model

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