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Sugared puppy-dog tails: gender and design
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Refinements of bounds for tails of compound distributions and ruin probabilities
Highlights- General lower and upper bounds for the right-tail of compound geometric distributions.
AbstractIn this paper we derive lower bounds for right-tails of compound geometric distributions and ruin probabilities in the classical compound Poisson risk model in the heavy-tailed cases using the truncated Lundberg condition, which ...
Heavy Tails in Multi-Server Queue
In this paper, the asymptotic behaviour of the distribution tail of the stationary waiting time W in the GI/GI /2 FCFS queue is studied. Under subexponential-type assumptions on the service time distribution, bounds and sharp asymptotics are given ...
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