Results 201 to 210 of about 1,550,828 (242)

Equivalent conditions of local asymptotics for the solutions of defective renewal equations, with applications

Acta Mathematicae Applicatae Sinica, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wang, Kai-Yong, Wang, Yue-Bao
exaly   +2 more sources

On asymptotic equivalence among the solutions of some defective renewal equations

Lithuanian Mathematical Journal, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Qingwu Gao, Georgios Psarrakos, Yuebao Wang   +2 more
exaly   +2 more sources

On the discounted penalty function in the renewal risk model with general interclaim times

Insurance: Mathematics and Economics, 2007
Gordon Willmot
exaly   +2 more sources

Monotonicity properties for solutions of renewal equations

Statistics and Probability Letters, 2021
We obtain sufficient conditions for the solution of a renewal equation (proper or defective) to be monotonic. Various known results concerning monotonicity of solutions appear as special cases of our results.
Vaios Dermitzakis, Konstadinos Politis
semanticscholar   +1 more source

Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues

Mathematical Methods of Operations Research, 2010
In this paper an asymptotic expansion for the defective and excessive renewal equations, playing an important role in a number of applied probabilistic settings, are considered. The case of defective renewal equations as the defective parameter is close to one, so-called ``defectively perturbed renewal equations'', is analysed.
J. Blanchet (Jose), A.P. Zwart (Bert)
openaire   +2 more sources

The Erlang(n) risk model with two-sided jumps and a constant dividend barrier

Communications in Statistics - Theory and Methods, 2020
In this paper, the Erlang(n) risk model with two-sided jumps and a constant dividend barrier is considered. In the analysis of the expected discounted penalty function, the downward jumps are assumed to have an arbitrary distribution function and the ...
Lili Zhang
semanticscholar   +1 more source

Asymptotic results for heavy-tailed distributions using defective renewal equations

Statistics & Probability Letters, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Finding the Integral-Equation-Based Linear Renewal Density Equation and Analytical Solutions

Symmetry
In this study, the linear renewal equation is obtained by using the integral equation, the renewal function and the Fourier–Stieltjes transform. It is proven that the linear renewal equation can be obtained by taking the derivative of the integral ...
Muharrem Tuncay Gençoğlu
exaly   +2 more sources

On the Discounted Penalty Function in a Perturbed Erlang Renewal Risk Model With Dependence

Methodology and Computing in Applied Probability, 2022
Franck Adékambi, Essodina Takouda
semanticscholar   +1 more source

An extension of the renewal equation and its application in the collective theory of risk

, 1970
H. Gerber
semanticscholar   +1 more source