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A note on convolutions of compound geometric distributions

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  • Psarrakos, Georgios

Abstract

Let G(x) be a compound geometric distribution function of a random variable S, defined by (0

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  • Psarrakos, Georgios, 2009. "A note on convolutions of compound geometric distributions," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1231-1237, May.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:9:p:1231-1237
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    References listed on IDEAS

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    1. Chadjiconstantinidis, Stathis & Politis, Konstadinos, 2007. "Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model," Insurance: Mathematics and Economics, Elsevier, vol. 41(1), pages 41-52, July.
    2. Abouammoh, A. M. & Ahmad, R. & Khalique, A., 2000. "On new renewal better than used classes of life distributions," Statistics & Probability Letters, Elsevier, vol. 48(2), pages 189-194, June.
    3. Cline, D. B. H. & Samorodnitsky, G., 1994. "Subexponentiality of the product of independent random variables," Stochastic Processes and their Applications, Elsevier, vol. 49(1), pages 75-98, January.
    4. Willmot, Gordon E., 2002. "Compound geometric residual lifetime distributions and the deficit at ruin," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 421-438, June.
    5. Dickson, D. C. M., 2001. "Lundberg Approximations for Compound Distributions with Insurance Applications. By G. E. Willmot and X. S. Lin. (Springer, 2000)," British Actuarial Journal, Cambridge University Press, vol. 7(4), pages 690-691, October.
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    Cited by:

    1. Georgios Psarrakos, 2015. "On the Integrated Tail of the Deficit in the Renewal Risk Model," Methodology and Computing in Applied Probability, Springer, vol. 17(2), pages 497-513, June.
    2. Dermitzakis, Vaios & Politis, Konstadinos, 2022. "Monotonicity properties for solutions of renewal equations," Statistics & Probability Letters, Elsevier, vol. 180(C).

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