Improved Asymptotics for Ruin Probabilities

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

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

Related Items

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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