| Title:
|
A note on a problem arising from risk theory (English) |
| Author:
|
Abel, Ulrich |
| Author:
|
Furdui, Ovidiu |
| Author:
|
Gavrea, Ioan |
| Author:
|
Ivan, Mircea |
| Language:
|
English |
| Journal:
|
Czechoslovak Mathematical Journal |
| ISSN:
|
0011-4642 (print) |
| ISSN:
|
1572-9141 (online) |
| Volume:
|
60 |
| Issue:
|
4 |
| Year:
|
2010 |
| Pages:
|
1049-1053 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
In this note we give an answer to a problem of Gheorghiță Zbăganu that arose from the study of the properties of the moments of the iterates of the integrated tail operator. (English) |
| Keyword:
|
improper integrals |
| Keyword:
|
moments |
| Keyword:
|
integrated tail operator |
| MSC:
|
44A60 |
| MSC:
|
91B30 |
| idZBL:
|
Zbl 1224.44005 |
| idMR:
|
MR2738966 |
| . |
| Date available:
|
2010-11-20T13:58:04Z |
| Last updated:
|
2020-07-03 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/140803 |
| . |
| Reference:
|
[1] Asmussen, Søren: Applied probability and queues.Wiley Series in Probability and Mathematical Statistics. Applied Probability and Statistics. Chichester etc.: John Wiley & Sons (1987). MR 0889893 |
| Reference:
|
[2] Cramér, Harald: The elements of probability theory and some of its applications.New York: John Wiley & Sons. Stockholm: Almquist & Wiksell 281 (1954). MR 0067379 |
| Reference:
|
[3] Zbăganu, Gheorghiţă: On iterated integrated tail.Preprint (2009). MR 2645119 |
| . |
