Approximation of the ruin probability with an exponential exactness

MaRDI QIDQ684529zbMATH OpenFDO

Authors V. I. Lotov

Publication date 21 September 1993

Published in Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

boundary problems for random walksladder heightsruin problem

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Review text

See the review in Zbl 0739.60037.

Cited in

(5)

• Bounds for the probability to leave the interval
• On the semi-Markovian random walk with two reflecting barriers
• scientific article; zbMATH DE number 5926319 (Why is no real title available?)
• On the asymptotics of the ruin probability
• Approximation of the ruin probability using the scaled Laplace transform inversion

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