Journal of Applied Probability, Vol. 41, No. 3 (Sep., 2004), pp. 802-815 (14 pages) We demonstrate that the residual lifetime distribution of a compound geometric distribution convoluted with another ...

Igor Halperin proposes an analytical approach to calculating the tail probabilities of compound distributions that have individual components with heavy tails. This offers an alternative to more ...

Journal of Applied Probability, Vol. 44, No. 1 (Mar., 2007), pp. 71-81 (11 pages) In this paper we study two distributions, namely the distribution of the waiting times until given numbers of ...

We study methods for computing the distribution functions of bivariate compound random variables. In particular, we consider three classes of bivariate counting distributions and the corresponding ...