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• W2035250568 startingPage "324" @default.
• W2035250568 abstract "An explicit convolution representation for the equilibrium residual lifetime distribution of compound zero-modified geometric distributions is derived. Second-order reliability properties are seen to be essentially preserved under geometric compounding, and complement results of Brown (1990) and Cai and Kalashnikov (2000). The convolution representation is then extended to the n th-order equilibrium distribution. This higher-order convolution representation is used to evaluate the stop-loss premium and higher stop-loss moments of the compound zero-modified geometric distribution, as well as the Laplace transform of the k th moment of the time of ruin in the classical risk model." @default.
• W2035250568 created "2016-06-24" @default.
• W2035250568 creator A5014703419 @default.
• W2035250568 date "2002-06-01" @default.
• W2035250568 modified "2023-10-12" @default.
• W2035250568 title "On higher-order properties of compound geometric distributions" @default.
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• W2035250568 doi "https://doi.org/10.1239/jap/1025131429" @default.
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