Improved Asymptotics for Ruin Probabilities

DOI10.1007/978-3-319-06653-0_5zbMath1325.60145OpenAlexW23858731MaRDI QIDQ3193126

Dmitrii S. Silvestrov

Publication date: 15 October 2015

Published in: EAA Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-06653-0_5

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (2)

Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes

Cites Work

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• Quasi-stationary distributions for perturbed discrete time regenerative processes
• Exponential Asymptotical Expansions for Ruin Probability in a Classical Risk Process with Non-polynomial Perturbations
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• Generalized Poisson Models and their Applications in Insurance and Finance
• Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes
• Diffusion approximations in collective risk theory
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