Abstract
An exponential inequality is generalized to one involving the tail of a decreasing failure rate distribution. The results are then applied in various situations, notably when the exponential inequality does not apply.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference17 articles.
1. Refinements and distributional generalizations of Lundberg's inequality;Willmot;Insurance: Mathematics and Economics,1994
2. Subexponentiality and infinite divisibility
3. Aspects of Risk Theory
Cited by
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