Asymptotic expansions and hazard rates for compound and first-passage distributions (Q2405164)

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Asymptotic expansions and hazard rates for compound and first-passage distributions
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    Asymptotic expansions and hazard rates for compound and first-passage distributions (English)
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    21 September 2017
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    asymptotic hazard rate
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    compound distribution
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    Cramér-Lundberg approximation
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    Darboux's theorem
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    first-passage distribution
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    Ikehara-Delange theorem
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    Ikehara-Wiener theorem
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    semi-Markov process
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    Sparre Andersen model
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    Tauberian theory
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