A note on a problem arising from risk theory
Ulrich Abel; Ovidiu Furdui; Ioan Gavrea; Mircea Ivan
Czechoslovak Mathematical Journal (2010)
- Volume: 60, Issue: 4, page 1049-1053
- ISSN: 0011-4642
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topAbel, Ulrich, et al. "A note on a problem arising from risk theory." Czechoslovak Mathematical Journal 60.4 (2010): 1049-1053. <http://eudml.org/doc/196463>.
@article{Abel2010,
abstract = {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.},
author = {Abel, Ulrich, Furdui, Ovidiu, Gavrea, Ioan, Ivan, Mircea},
journal = {Czechoslovak Mathematical Journal},
keywords = {improper integrals; moments; integrated tail operator; improper integral; moments problem; integrated tail operator},
language = {eng},
number = {4},
pages = {1049-1053},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {A note on a problem arising from risk theory},
url = {http://eudml.org/doc/196463},
volume = {60},
year = {2010},
}
TY - JOUR
AU - Abel, Ulrich
AU - Furdui, Ovidiu
AU - Gavrea, Ioan
AU - Ivan, Mircea
TI - A note on a problem arising from risk theory
JO - Czechoslovak Mathematical Journal
PY - 2010
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 60
IS - 4
SP - 1049
EP - 1053
AB - 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.
LA - eng
KW - improper integrals; moments; integrated tail operator; improper integral; moments problem; integrated tail operator
UR - http://eudml.org/doc/196463
ER -
References
top- Asmussen, Søren, Applied probability and queues, Wiley Series in Probability and Mathematical Statistics. Applied Probability and Statistics. Chichester etc.: John Wiley & Sons (1987). (1987) MR0889893
- Cramér, Harald, The elements of probability theory and some of its applications, New York: John Wiley & Sons. Stockholm: Almquist & Wiksell 281 (1954). (1954) MR0067379
- Zbăganu, Gheorghiţă, On iterated integrated tail, Preprint (2009). (2009) MR2645119
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