Resource title

The Residual life of the renewal process: a simple algorithm

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Resource description

We develop a simple algorithm, that does not require convolutions, for computing the distribution of the residual life when the renewal process is discrete. We also analyze the algorithm for the particular case of lattice distribution

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Resource language

en

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application/pdf

Resource resource URL

http://flora.insead.edu/fichiersti_wp/inseadwp1996/96-31.pdf

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Copyright INSEAD. All rights reserved