Approximations in the problem of level crossing by a compound renewal process

DOI10.1134/S1064562418070232zbMath1420.60114OpenAlexW2909272217MaRDI QIDQ1732073

Vsevolod K. Malinovskii

Publication date: 15 March 2019

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562418070232

zbMATH Keywords

compound renewal process

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

Related Items (2)

The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences ⋮ On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences

Cites Work

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• On the Density and Moments of the Time of Ruin with Exponential Claims
• Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time
• Explicit Solutions for Survival Probabilities in the Classical Risk Model

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