IDEAS home Printed from https://ideas.repec.org/a/eee/insuma/v38y2006i2p391-405.html
   My bibliography  Save this article

The preservation of classes of discrete distributions under convolution and mixing

Author

Listed:
  • Pavlova, Kristina P.
  • Cai, Jun
  • Willmot, Gordon E.

Abstract

No abstract is available for this item.

Suggested Citation

  • Pavlova, Kristina P. & Cai, Jun & Willmot, Gordon E., 2006. "The preservation of classes of discrete distributions under convolution and mixing," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 391-405, April.
  • Handle: RePEc:eee:insuma:v:38:y:2006:i:2:p:391-405
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-6687(05)00142-3
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Pellerey, Franco, 2000. "Random vectors with HNBUE-type marginal distributions," Statistics & Probability Letters, Elsevier, vol. 50(3), pages 265-271, November.
    2. Willmot, Gordon E. & Cai, Jun, 2001. "Aging and other distributional properties of discrete compound geometric distributions," Insurance: Mathematics and Economics, Elsevier, vol. 28(3), pages 361-379, June.
    3. Cai, Jun & Willmot, Gordon E., 2005. "Monotonicity and aging properties of random sums," Statistics & Probability Letters, Elsevier, vol. 73(4), pages 381-392, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Johnson, Tobias & Peköz, Erol, 2022. "Concentration inequalities from monotone couplings for graphs, walks, trees and branching processes," Stochastic Processes and their Applications, Elsevier, vol. 152(C), pages 1-31.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Li, Gang & Cheng, Kan & Jiang, Xiaoyue, 2006. "Negative ageing property of random sum," Statistics & Probability Letters, Elsevier, vol. 76(7), pages 737-742, April.
    2. Shaked, Moshe, 2007. "Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1339-1344, July.
    3. Li, Shuanming & Garrido, José, 2002. "On the time value of ruin in the discrete time risk model," DEE - Working Papers. Business Economics. WB wb021812, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    4. Stathis Chadjiconstantinidis & Serkan Eryilmaz, 2022. "Reliability Assessment for Censored $${\boldsymbol{\delta}}$$ δ -Shock Models," Methodology and Computing in Applied Probability, Springer, vol. 24(4), pages 3141-3173, December.
    5. Mulero, Julio & Pellerey, Franco & Rodríguez-Griñolo, Rosario, 2010. "Stochastic comparisons for time transformed exponential models," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 328-333, April.
    6. Sandhya E & Latha C M, 2019. "Compound Extended Geometric Distribution and Some of Its Properties," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 8(3), pages 1-96, November.
    7. Li, Xiaohu & Lin, Jianhua, 2011. "Stochastic orders in time transformed exponential models with applications," Insurance: Mathematics and Economics, Elsevier, vol. 49(1), pages 47-52, July.
    8. F. G. Badía & C. Sangüesa, 2015. "Inventory models with nonlinear shortage costs and stochastic lead times; applications of shape properties of randomly stopped counting processes," Naval Research Logistics (NRL), John Wiley & Sons, vol. 62(5), pages 345-356, August.
    9. F. Belzunce & J. Pinar & J. Ruiz, 2005. "On testing the dilation order and HNBUE alternatives," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(4), pages 803-815, December.
    10. Cai, Jun & Willmot, Gordon E., 2005. "Monotonicity and aging properties of random sums," Statistics & Probability Letters, Elsevier, vol. 73(4), pages 381-392, July.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:38:y:2006:i:2:p:391-405. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.