Concepedia

Compound Renewal Processes

Compound Renewal Processes is a stochastic process that extends a standard renewal process by associating a sequence of independent and identically distributed random variables with each renewal event, thereby accumulating a compound sum over time.

48

Publications

1.5K

Citations

59

Authors

43

Institutions

Publications per year

2017–2026

5

Parents

Publications

48

Large deviations for heavy-tailed random sums in compound renewal model

Qihe Tang · Statistics & Probability Letters · 2001 · 123 citations

, , +13

Inventory Cost Rate Functions with Nonlinear Shortage Costs

Kaj Rosling · Operations Research · 2002 · 103 citations

, , +17

On a general class of renewal risk process: analysis of the Gerber-Shiu function

Shuanming Li, José Garrido · Advances in Applied Probability · 2005 · 97 citations

, , +14

Nonexponential asymptotics for the solutions of renewal equations, with applications

Chuancun Yin, Junsheng Zhao · Journal of Applied Probability · 2006 · 67 citations · Full text

, , +14

Moments of compound renewal sums with discounted claims

Ghislain Léveillé, José Garrido · Insurance Mathematics and Economics · 2001 · 64 citations

, , +10

1–5 of 48

Authors

59

  1. GL
    Ghislain Léveillé

    Université Laval, Canada

    7 publications · 239 citations

    7

    h-index

  2. JG
    José Garrido

    Concordia University, Canada

    6 publications · 298 citations

    6

    h-index

  3. AA
    A. A. Mogulskiĭ

    Sobolev Institute of Mathematics, Russia

    4 publications · 62 citations

    4

    h-index

  4. SL
    Shuanming Li

    The University of Melbourne, Australia

    4 publications · 208 citations

    4

    h-index

  5. CL
    Christian Larsen

    Aarhus University, Denmark

    3 publications · 88 citations

    3

    h-index

1–5 of 59

Institutions

43

  1. Université Laval

    Québec, Canada

    7 h-index

    10 publications

    256 citations

  2. Concordia University

    Montreal, Canada

    5 h-index

    7 publications

    305 citations

  3. Sobolev Institute of Mathematics

    Novosibirsk, Russia

    3 h-index

    3 publications

    47 citations

  4. University of Waterloo

    Waterloo, Canada

    2 h-index

    2 publications

    59 citations

  5. University of Wisconsin–Milwaukee

    Milwaukee, United States

    2 h-index

    2 publications

    55 citations

  6. Florida Institute of Technology

    Melbourne, United States

    2 h-index

    2 publications

    27 citations

  7. The University of Melbourne

    Melbourne, Australia

    2 h-index

    3 publications

    143 citations

  8. Aarhus University

    Aarhus, Denmark

    1 h-index

    2 publications

    116 citations

1–8 of 43

Venues

  1. Scandinavian Actuarial Journal

    7 publications · 251 citations

    7

    h-index

  2. Journal of Applied Probability

    JAP · 6 publications · 181 citations

    6

    h-index

  3. Siberian Mathematical Journal

    4 publications · 61 citations

    4

    h-index

  4. Operations Research

    3 publications · 147 citations

    3

    h-index

  5. Insurance Mathematics and Economics

    3 publications · 107 citations

    3

    h-index

1–5