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Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions

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  • Willmot, Gordon E.

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  • Willmot, Gordon E., 1997. "Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions," Insurance: Mathematics and Economics, Elsevier, vol. 21(1), pages 25-42, October.
    • Handle: RePEc:eee:insuma:v:21:y:1997:i:1:p:25-42
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    References listed on IDEAS

    as
    1. Robert L. Launer, 1984. "Inequalities for NBUE and NWUE Life Distributions," Operations Research, INFORMS, vol. 32(3), pages 660-667, June.
    2. Willmot, Gordon E., 1994. "Refinements and distributional generalizations of Lundberg's inequality," Insurance: Mathematics and Economics, Elsevier, vol. 15(1), pages 49-63, October.
    3. Massey, William A. & Whitt, Ward, 1993. "A probabilistic generalization of Taylor's theorem," Statistics & Probability Letters, Elsevier, vol. 16(1), pages 51-54, January.
    4. repec:cup:astinb:v:12:y:1981:i:01:p:22-26_00 is not listed on IDEAS
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    Cited by:

    1. Tsai, Cary Chi-Liang & Willmot, Gordon E., 2002. "A generalized defective renewal equation for the surplus process perturbed by diffusion," Insurance: Mathematics and Economics, Elsevier, vol. 30(1), pages 51-66, February.
    2. Lin, X. Sheldon & Willmot, Gordon E., 1999. "Analysis of a defective renewal equation arising in ruin theory," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 63-84, September.
    3. Stathis Chadjiconsatntinidis, 2024. "Two-sided Bounds for Renewal Equations and Ruin Quantities," Methodology and Computing in Applied Probability, Springer, vol. 26(2), pages 1-54, June.
    4. Stathis Chadjiconstantinidis & Georgios Psarrakos, 2025. "On Defective Renewal Equations and Compound Geometric Distributions, with Applications in Ruin Theory," Methodology and Computing in Applied Probability, Springer, vol. 27(3), pages 1-30, September.
    5. Tsai, Cary Chi-Liang, 2003. "On the expectations of the present values of the time of ruin perturbed by diffusion," Insurance: Mathematics and Economics, Elsevier, vol. 32(3), pages 413-429, July.

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