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\\(X(t), t\\geq 0\\), be a standard risk process defined by the equation \\(X(t)= ct-\\sum_{k=1}^{N(t)}Z_{k}, t\\geq 0\\), where \\(c\\) is a positive constant, \\(Z_{k}, k=1,2,\\ldots\\), is a sequence of nonnegative i.i.d. random variables with distribution function \\(G(u)\\) and \\(EZ_{k}=\\mu>0\\), \\(N(t)\\), \\(t\\geq 0\\), is a Poisson process with parameter \\(\\lambda>0\\); the sequence \\(Z_{k}\\), \\(k=1,2,\\ldots\\), and the process \\(N(t)\\), \\(t\\geq 0\\), are independent. One of the classical objects of study is the ruin probability \\[ \\Psi(u)=P\\{u+\\inf_{t\\geq 0} X(t)>0\\}, \\] where \\(u\\geq 0\\) is an initial capital. The authors consider a family \\(X^{(\\varepsilon)}(t)\\), \\(t\\geq 0\\), of risk processes depending on a small parameter \\(\\varepsilon\\geq 0\\). The process \\(X^{(\\varepsilon)}(t)\\) is considered as a perturbation of the process \\(X^{(0)}(t)\\) and therefore the authors impose some weak continuity conditions on the characteristic quantities \\(c^{(\\varepsilon)}, \\lambda^{(\\varepsilon)}\\) and the distributions \\(G^{(\\varepsilon)}(u)\\) as functions of \\(\\varepsilon\\) at the point \\(\\varepsilon=0\\). The article deals with the asymptotic behaviour of the ruin probabilities \\(\\Psi^{(\\varepsilon)}(u)\\) when the initial capital \\(u\\to\\infty\\) and the perturbation parameter \\(\\varepsilon\\to 0\\). An extension of the classical Cram\u00e9r-Lundberg and diffusion approximations to nonlinearly perturbed risk processes is presented. The approximations are supplemented by an explicit algorithm for calculating the corresponding asymptotic corrections which depend on the asymptotic balance between the rate of perturbation and the speed at which the initial capital tends to infinity.","type":"string"},"datatype":"string"},"type":"statement","id":"Q4489968$AB4B2A95-92E4-464F-B7F4-181E7A06BA57","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4489968","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4489968"}}}}}