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Article

Abel, Ulrich ; Furdui, Ovidiu ; Gavrea, Ioan ; Ivan, Mircea
A note on a problem arising from risk theory. (English). Czechoslovak Mathematical Journal, vol. 60 (2010), issue 4, pp. 1049-1053
MSC: 44A60, 91B30 | MR 2738966 | Zbl 1224.44005
Keywords:
improper integrals; moments; integrated tail operator
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.
References:
[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
[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
[3] Zbăganu, Gheorghiţă: On iterated integrated tail. Preprint (2009). MR 2645119
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