A NONEXPONENTIAL GENERALIZATION OF AN INEQUALITY ARISING IN QUEUING AND INSURANCE RISK

Authors
WILLMOT GE
Citation
Ge. Willmot, A NONEXPONENTIAL GENERALIZATION OF AN INEQUALITY ARISING IN QUEUING AND INSURANCE RISK, Journal of Applied Probability, 33(1), 1996, pp. 176-183
Citations number
18
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Applied Probability → ACNP
ISSN journal
00219002
Volume
33
Issue
1
Year of publication
1996
Pages
176 - 183
Database
ISI
SICI code
0021-9002(1996)33:1<176:ANGOAI>2.0.ZU;2-0
Abstract
An exponential inequality is generalized to one involving the tail of a decreasing failure rate distribution. The results are then applied i n Various situations, notably when the exponential inequality does not apply.