NWU property of a class of random sums

By Jun Cai, V. Kalashnikov. Journal of Applied Probability, 2000

59 citations recorded by the source corpus.

Subfields: Applied Mathematics, Artificial Intelligence, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/b0a07adb6dc29ef334ccb02621defe502746eec8

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Gordon E. Willmot
2. Xuemiao Hao
3. Qihe Tang

In Artificial Intelligence

1. Xuemiao Hao
2. Gordon E. Willmot
3. Qihe Tang
4. Andrei L. Badescu
5. Alexandru V. Asimit

In Numerical Analysis

1. Gordon E. Willmot
2. Xuemiao Hao
3. Qihe Tang

Citations in the corpus

• A uniform asymptotic estimate for discounted aggregate claims with subexponential tails (2008, methodology): “Journal of Applied Probability 44 (2), 285–294].”
• Compound geometric residual lifetime distributions and the deficit at ruin (2002, methodology): “Now, let H(x) = 1 H(x) be the compound tail H(x) = 1X n=1 Pr(N = n) F n(x); x 0: (2.15) Then if ak = 1P n=k+1 Pr(N = n), Cai and Kalashnikov (2000) generalized corol- lary 2.1 by showing that H(x) defined by (2.15) is NWU if am+k+1 amak for nonnegative integers m and k.”