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Compound geometric residual lifetime distributions and the deficit at ruin

  • Published:2002-06 Issue:3 Volume:30 Page:421-438
  • ISSN:0167-6687
  • Container-title:Insurance: Mathematics and Economics
  • language:en
  • Short-container-title:Insurance: Mathematics and Economics

Author:

Willmot Gordon E.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference26 articles.

1. Asmussen, S., 1987. Applied Probability and Queues. Wiley, Chichester.

2. Asmussen, S., 2000. Ruin Probabilities. World Scientific, Singapore.

3. Barlow, R., Proschan, F., 1965. Mathematical Theory of Reliability. Wiley, New York.

4. Barlow, R., Proschan, F., 1975. Statistical Theory of Reliability and Life Testing: Probability Models. Holt, Rinehart and Winston, New York.

5. Error bounds for exponential approximations of geometric convolutions;Brown;Annals of Probability,1990

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