On the Integrated Tail of the Deficit in the Renewal Risk Model-Reference-Cited by-同舟云学术

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On the Integrated Tail of the Deficit in the Renewal Risk Model

Published:2013-10-11 Issue:2 Volume:17 Page:497-513
ISSN:1387-5841
Container-title:Methodology and Computing in Applied Probability
language:en
Short-container-title:Methodol Comput Appl Probab

Author:

Psarrakos Georgios

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11009-013-9381-4.pdf

Reference24 articles.

1. Asmussen S (1987) Applied probability and queues. Wiley, New York

2. Barlow RE, Proschan F (1981) Statistical theory of life testing: probability models. To Begin With, Silver Springs, MD

3. Brown M (1990) Error bounds for exponential approximation of geometric convolutions. Ann Probab 18:1388–1402

4. Cai J, Garrido J (1998) Aging properties and bounds for ruin probabilities and stop-loss premiums. Insurance Math Econom 23:33–43

5. Cai J, Tang Q (2004) On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. J Appl Probab 41:117–130

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Uniform Asymptotic Probability for Multi Renewal Risk Model with Strong Subexponential Tailed Claims;International Journal of Mathematical, Engineering and Management Sciences;2022-01-01

2. Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model;Communications in Statistics - Theory and Methods;2021-01-29

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