The following pages link to Georgios Psarrakos (Q313598):
Displaying 30 items.
- On the generalized cumulative residual entropy with applications in actuarial science (Q313600) (← links)
- On the DFR property of the compound geometric distribution with applications in risk theory (Q661269) (← links)
- A residual inaccuracy measure based on the relevation transform (Q683865) (← links)
- On asymptotic equivalence among the solutions of some defective renewal equations (Q889465) (← links)
- Tail bounds for the joint distribution of the surplus prior to and at ruin (Q939345) (← links)
- Tail bounds for the distribution of the deficit in the renewal risk model (Q974800) (← links)
- Asymptotic results for heavy-tailed distributions using defective renewal equations (Q1009712) (← links)
- A note on convolutions of compound geometric distributions (Q1017822) (← links)
- Sensitivity analysis and tail variability for the Wang's actuarial index (Q2034162) (← links)
- A family of weighted distributions based on the mean inactivity time and cumulative past entropies (Q2054785) (← links)
- Exact results and bounds for the joint tail and moments of the recurrence times in a renewal process (Q2065483) (← links)
- Increasing concave orderings of linear combinations of order statistics with applications to social welfare (Q2189761) (← links)
- Generalized cumulative residual entropy and record values (Q2392723) (← links)
- An operator property of the distribution of a nonhomogeneous Poisson process with applications (Q2404187) (← links)
- On a family of risk measures based on proportional hazards models and tail probabilities (Q2415980) (← links)
- On the integrated tail of the deficit in the renewal risk model (Q2516397) (← links)
- The Covariance Between the Surplus Prior to and at Ruin in the Classical Risk Model (Q2866028) (← links)
- SOME EXTENSIONS OF THE RESIDUAL LIFETIME AND ITS CONNECTION TO THE CUMULATIVE RESIDUAL ENTROPY (Q2894062) (← links)
- Characterizations based on generalized cumulative residual entropy functions (Q2979598) (← links)
- RATIO MONOTONICITY FOR TAIL PROBABILITIES IN THE RENEWAL RISK MODEL (Q3000392) (← links)
- Monotonicity properties and the deficit at ruin in the Sparre Andersen model (Q3077729) (← links)
- Some results on the joint distribution prior to and at the time of ruin in the classical model (Q3103209) (← links)
- A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications (Q3619671) (← links)
- On the generalized cumulative residual entropy weighted distributions (Q4595879) (← links)
- Stochastic comparisons of interfailure times under a relevation replacement policy (Q4684843) (← links)
- Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model (Q5039802) (← links)
- ON THE ELASTICITY OF EXPECTED INTEREPOCH INTERVALS IN A NON-HOMOGENEOUS POISSON PROCESS UNDER SMALL VARIATIONS OF HAZARD RATE (Q5070870) (← links)
- How a probabilistic analogue of the mean value theorem yields stein-type covariance identities (Q5086995) (← links)
- Recruitment and survival time under mean residual lifetime bias sampling (Q5119182) (← links)
- A family of variability measures based on the cumulative residual entropy and distortion functions (Q6152717) (← links)