The Uniform Asymptotics of the Overshoot of a Random Walk with Light-Tailed Increments (Q4921642): Difference between revisions

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-Kai Yong Wang
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+Kai Yong Wang
@@ Property / author: Kai Yong Wang / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2011.585010
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+W1975596888
@@ Property / OpenAlex ID: W1975596888 / rank @@
+Normal rank
@@ Property / cites work @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Some asymptotic results for transient random walks
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+Estimates for Overshooting an Arbitrary Boundary by a Random Walk and Their Applications
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+Approximations for moments of deficit at ruin with exponential and subexponential claims.
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+Degeneracy properties of subcritical branching processes
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+Functions of probability measures
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+Normal rank
@@ Property / cites work @@
+Asymptotics for the moments of the overshoot and undershoot of a random walk
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+On convolution tails
@@ Property / cites work: On convolution tails / rank @@
+Normal rank
@@ Property / cites work @@
+Moments for first-passage and last-exit times, the minimum, and related quantities for random walks with positive drift
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+Convolution equivalence and infinite divisibility
@@ Property / cites work: Convolution equivalence and infinite divisibility / rank @@
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+A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION
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+The overshoot of a random walk with negative drift
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+Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence
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@@ Property / cites work @@
+Asymptotic behaviour of Wiener-Hopf factors of a random walk
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+Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments
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@@ links / mardi / name / links / mardi / name @@
+Publication:4921642