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

monotonicityrenewal processesconvexityincreasing mean residual liferenewal function

Mathematics Subject Classification ID

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

Recommendations

• Further monotonicity properties of renewal processes
• When Is a Renewal Process Convexly Parameterized in Its Mean Parameterization?
• scientific article; zbMATH DE number 1180838
• Some inequalities on delayed renewal moments
• Monotonicity properties for solutions of renewal equations

Cited in

(15)

• De Finetti's optimal dividends problem with an affine penalty function at ruin
• A note on the convexity of ruin probabilities
• Two-sided bounds for some quantities in the delayed renewal process
• Monotonicity properties for solutions of renewal equations
• Properties of a mean residual life function arising from renewal theory
• Some inequalities on delayed renewal moments
• Monotonicity and aging properties of random sums
• Shapes of stationary autocovariances
• scientific article; zbMATH DE number 4147192 (Why is no real title available?)
• Further monotonicity properties of renewal processes
• Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach
• Concave renewal functions do not imply DFR interrenewal times
• Some results for the delayed renewal function
• Monotonicity properties of regenerative sets and Lorden's inequality
• A monotonicity in reversible Markov chains

This page was built for publication: Some monotonicity properties of the delayed renewal function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3988121)