A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications.
- Published in:
- Stochastic Models, 2009, v. 25, n. 1, p. 90, doi. 10.1080/15326340802641048
- By:
- Publication type:
- Article
Works by Psarrakos, Georgios
Results: 19
1
2
On the generalized cumulative residual entropy weighted distributions.
- Published in:
- Communications in Statistics: Theory & Methods, 2017, v. 46, n. 22, p. 10914, doi. 10.1080/03610926.2016.1252402
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- Publication type:
- Article
3
Characterizations based on generalized cumulative residual entropy functions.
- Published in:
- Communications in Statistics: Theory & Methods, 2017, v. 46, n. 3, p. 1247, doi. 10.1080/03610926.2015.1014111
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- Publication type:
- Article
4
Some results on the joint distribution prior to and at the time of ruin in the classical model.
- Published in:
- Scandinavian Actuarial Journal, 2010, v. 2010, n. 4, p. 268, doi. 10.1080/03461230903184504
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- Publication type:
- Article
5
Monotonicity properties and the deficit at ruin in the Sparre Andersen model.
- Published in:
- Scandinavian Actuarial Journal, 2009, v. 2009, n. 2, p. 104, doi. 10.1080/03461230802022169
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- Publication type:
- Article
6
ON THE ELASTICITY OF EXPECTED INTEREPOCH INTERVALS IN A NON-HOMOGENEOUS POISSON PROCESS UNDER SMALL VARIATIONS OF HAZARD RATE.
- Published in:
- Probability in the Engineering & Informational Sciences, 2020, v. 34, n. 4, p. 550, doi. 10.1017/S0269964819000135
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- Publication type:
- Article
7
SOME EXTENSIONS OF THE RESIDUAL LIFETIME AND ITS CONNECTION TO THE CUMULATIVE RESIDUAL ENTROPY.
- Published in:
- Probability in the Engineering & Informational Sciences, 2012, v. 26, n. 1, p. 129, doi. 10.1017/S0269964811000271
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- Publication type:
- Article
8
RATIO MONOTONICITY FOR TAIL PROBABILITIES IN THE RENEWAL RISK MODEL.
- Published in:
- Probability in the Engineering & Informational Sciences, 2011, v. 25, n. 2, p. 171, doi. 10.1017/S0269964810000331
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- Publication type:
- Article
9
Probabilistic mean value theorems for conditioned random variables with applications.
- Published in:
- Applied Stochastic Models in Business & Industry, 2019, v. 35, n. 4, p. 923, doi. 10.1002/asmb.2427
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- Publication type:
- Article
10
Exact Results and Bounds for the Joint Tail and Moments of the Recurrence Times in a Renewal Process.
- Published in:
- Methodology & Computing in Applied Probability, 2021, v. 23, n. 4, p. 1489, doi. 10.1007/s11009-020-09787-w
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- Publication type:
- Article
11
An Operator Property of the Distribution of a Nonhomogeneous Poisson Process with Applications.
- Published in:
- Methodology & Computing in Applied Probability, 2016, v. 18, n. 4, p. 1197, doi. 10.1007/s11009-015-9466-3
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- Publication type:
- Article
12
On the Integrated Tail of the Deficit in the Renewal Risk Model.
- Published in:
- Methodology & Computing in Applied Probability, 2015, v. 17, n. 2, p. 497, doi. 10.1007/s11009-013-9381-4
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- Publication type:
- Article
13
How a probabilistic analogue of the mean value theorem yields stein-type covariance identities.
- Published in:
- Journal of Applied Probability, 2022, v. 59, n. 2, p. 350, doi. 10.1017/jpr.2021.61
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- Publication type:
- Article
14
STOCHASTIC COMPARISONS OF INTERFAILURE TIMES UNDER A RELEVATION REPLACEMENT POLICY.
- Published in:
- Journal of Applied Probability, 2017, v. 54, n. 1, p. 134, doi. 10.1017/jpr.2016.91
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- Publication type:
- Article
15
Bivariate dependence, stochastic orders and conditional tails of the recurrence times in a renewal process.
- Published in:
- Modern Stochastics: Theory & Applications, 2025, v. 12, n. 2, p. 153, doi. 10.15559/24-VMSTA266
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- Publication type:
- Article
16
Calculating premium principles from the mode of a unimodal weighted distribution.
- Published in:
- Astin Bulletin, 2024, v. 54, n. 3, p. 791, doi. 10.1017/asb.2024.18
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- Publication type:
- Article
17
THE COVARIANCE BETWEEN THE SURPLUS PRIOR TO AND AT RUIN IN THE CLASSICAL RISK MODEL.
- Published in:
- Astin Bulletin, 2012, v. 42, n. 2, p. 631, doi. 10.2143/AST.42.2.2182811
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- Publication type:
- Article
18
Recruitment and survival time under mean residual lifetime bias sampling.
- Published in:
- Statistics, 2020, v. 54, n. 4, p. 885, doi. 10.1080/02331888.2020.1804905
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- Publication type:
- Article
19
Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model.
- Published in:
- Communications in Statistics: Theory & Methods, 2022, v. 51, n. 21, p. 7631, doi. 10.1080/03610926.2021.1875244
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- Publication type:
- Article