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