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pro vyhledávání: '"Sotirios Losidis"'
Autor:
Sotirios Losidis, Vaios Dermitzakis
Publikováno v:
Risks, Vol 12, Iss 2, p 28 (2024)
We obtain the upper and lower bounds for the ruin probability in the Sparre–Andersen model. These bounds are established under various conditions: when the adjustment coefficient exists, when it does not exist, and when the interarrival distributio
Externí odkaz:
https://doaj.org/article/a1b27872d59d4b6dab6a6339f756a9b8
Autor:
Sotirios Losidis
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 9, Iss 1, Pp 1-16 (2021)
Recurrence times and the number of renewals in $(0,t]$ are fundamental quantities in renewal theory. Firstly, it is proved that the upper orthant order for the pair of the forward and backward recurrence times may result in NWUC (NBUC) interarrivals.
Externí odkaz:
https://doaj.org/article/ecbe5f110442464fb4e5c91d0412d61f
Autor:
Sotirios Losidis
Publikováno v:
Statistics. 57:195-212
Autor:
Sotirios Losidis, Konstadinos Politis
Publikováno v:
Methodology and Computing in Applied Probability. 24:2647-2660
Exact Results and Bounds for the Joint Tail and Moments of the Recurrence Times in a Renewal Process
Publikováno v:
Methodology and Computing in Applied Probability. 23:1489-1505
The best known result about the joint distribution of the backward and forward recurrence times in a renewal process concerns the asymptotic behavior for the tail of that bivariate distribution. In the present paper we study the joint behavior of the
Autor:
Konstadinos Politis, Sotirios Losidis
Publikováno v:
Stochastic Models. 35:51-62
In a Poisson process, it is well-known that the forward and backward recurrence times at a given time point t are independent random variables. In a renewal process, although the joint distribution...
Autor:
Sotirios Losidis, Konstadinos Politis
Publikováno v:
Methodology and Computing in Applied Probability. 22:1591-1600
The forward recurrence time (also known as residual or excess lifetime) is one of the key quantities in renewal theory. The study of the variability of the forward recurrence time (as measured by the variance or the standard deviation) is important e
Autor:
Sotirios Losidis, Konstadinos Politis
Publikováno v:
Statistics & Probability Letters. 125:164-170
We obtain an upper and a lower bound for the renewal function in a renewal process with IMRL lifetimes. The lower bound improves a well-known bound by Brown (1980). We study the performance of these bounds both theoretically and with the aid of numer