Some monotonicity properties of the delayed renewal function

DOI10.2307/3214684MaRDI QIDQ3988121zbMATH OpenOpenAlexFDO

Authors Bjorn G. Hansen, J. B. G. Frenk

Publication date 28 June 1992

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

Full work available at URL https://doi.org/10.2307/3214684

zbMATH Keywords

convexityincreasing mean residual lifemonotonicityrenewal functionrenewal processes

Mathematics Subject Classification ID

Renewal theory (60K05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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• A monotonicity in reversible Markov chains
• scientific article; zbMATH DE number 4147192 (Why is no real title available?)
• Some inequalities on delayed renewal moments
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• Further monotonicity properties of renewal processes
• scientific article; zbMATH DE number 1180838 (Why is no real title available?)
• Shapes of stationary autocovariances
• Two-sided bounds for some quantities in the delayed renewal process
• De Finetti's optimal dividends problem with an affine penalty function at ruin
• Some results for the delayed renewal function
• Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach

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