Exponential Asymptotical Expansions for Ruin Probability in a Classical Risk Process with Non-polynomial Perturbations
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Publication:3193127
DOI10.1007/978-3-319-06653-0_6zbMath1325.60009OpenAlexW82887256MaRDI QIDQ3193127
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_6
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Related Items (3)
Improved Asymptotics for Ruin Probabilities ⋮ Quasi-stationary asymptotics for perturbed semi-Markov processes in discrete time ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes
Cites Work
- Quasi-stationary phenomena in nonlinearity perturbed stochastic systems.
- Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems
- Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes
- A class of approximations of ruin probabilities
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