Negative ageing property of random sum

2006 ◽  
Vol 76 (7) ◽  
pp. 737-742 ◽  
Author(s):  
Gang Li ◽  
Kan Cheng ◽  
Xiaoyue Jiang
Keyword(s):  
Random Sum ◽  
Ageing Property

The tail behaviour of a random sum of subexponential random variables and vectors

Extremes ◽  
2007 ◽  
Vol 10 (1-2) ◽  
pp. 21-39 ◽  
Author(s):  
D. J. Daley ◽  
Edward Omey ◽  
Rein Vesilo
Keyword(s):  
Random Variables ◽  
Random Sum ◽  
Tail Behaviour

scholarly journals HTPB Propellant Ageing Property and HFC Base Shelf-life Evaluation Method

2018 ◽  
Vol 22 (5) ◽  
pp. 59-65
Author(s):  
Wonho Cho ◽  
M. Westerlund ◽  
Baekneung Ryoo ◽  
Gyoodong Jung ◽  
Jichang Yoo
Keyword(s):  
Shelf Life ◽  
Evaluation Method ◽  
Life Evaluation ◽  
Htpb Propellant ◽  
Ageing Property

On the random sum with a stopping rule SN > T>

1997 ◽  
Vol 28 (4) ◽  
pp. 561-567 ◽  
Author(s):  
K. C. Chae ◽  
H. W. Lee
Keyword(s):  
Stopping Rule ◽  
Random Sum

Large deviations of heavy-tailed random sums with applications in insurance and finance

1997 ◽  
Vol 34 (2) ◽  
pp. 293-308 ◽  
Author(s):  
C. Klüppelberg ◽  
T. Mikosch
Keyword(s):  
Distribution Function ◽  
Large Deviation ◽  
Random Variables ◽  
Compound Poisson Process ◽  
Random Sum ◽  
Random Sums ◽  
Common Distribution ◽  
Common Distribution Function ◽  
Heavy Tailed ◽  
The Right

We prove large deviation results for the random sum , , where are non-negative integer-valued random variables and are i.i.d. non-negative random variables with common distribution function F, independent of . Special attention is paid to the compound Poisson process and its ramifications. The right tail of the distribution function F is supposed to be of Pareto type (regularly or extended regularly varying). The large deviation results are applied to certain problems in insurance and finance which are related to large claims.

Almost surely convergent summands of a random sum

2012 ◽  
Vol 82 (1) ◽  
pp. 212-216 ◽  
Author(s):  
S. Chobanyan ◽  
S. Levental ◽  
V. Mandrekar
Keyword(s):  
Random Sum
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