SOME NEW BOUNDS FOR THE RENEWAL FUNCTION

DOI10.1017/S0269964806060141MaRDI QIDQ3431058zbMATH OpenOpenAlexFDO

Authors Konstadinos Politis, Markos V. Koutras

Publication date 5 April 2007

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964806060141

Mathematics Subject Classification ID

Renewal theory (60K05)

Recommendations

• Bounds for the renewal function and related quantities
• A two-sided bound for the renewal function when the interarrival distribution is IMRL
• Some bounds for the renewal function and the variance of the renewal process
• Sequences of improved two-sided bounds for the renewal function and the solutions of renewal-type equations
• A Bound For The Renewal Function Of A Process Driven By A Non-Monotonic Life Distribution Function

Cites work

• A NOTE ON THE INSURANCE RISK PROBLEM
• A unified approach to the study of tail probabilities of compound distributions
• Bounds for the probability and severity of ruin in the Sparre Andersen model
• Classes of life distributions and renewal counting process
• Linear Bounds on the Renewal Function
• Non-exponential bounds for stop-loss premiums and ruin probabilities
• Some results on block replacement policies and renewal theory
• Tail of compound distributions and excess time

Cited in

(16)

• Monotonicity properties of regenerative sets and Lorden's inequality
• Refinements of two-sided bounds for renewal equations
• A two-sided bound for the renewal function when the interarrival distribution is IMRL
• Some new bounds for the mean value function of the residual lifetime process
• Some bounds for the renewal function and the variance of the renewal process
• Bounds for the renewal function and related quantities
• An alternative proof of Lorden&s renewal inequality
• A Bound For The Renewal Function Of A Process Driven By A Non-Monotonic Life Distribution Function
• Recurrence times and the expected number of renewal epochs over a finite interval
• Sequences of improved two-sided bounds for the renewal function and the solutions of renewal-type equations
• Refinement bounds for the expected number of renewal epochs over a finite interval
• Two-sided bounds for some quantities in the delayed renewal process
• Bounds for the distribution and moments of the forward and backward recurrence times in a renewal process
• Exponential and Pareto-type bounds for the renewal function and the excess lifetime of a renewal process
• Some results for the delayed renewal function
• Improved bounds for the solutions of renewal equations

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