Exponential asymptotics for nonlinearly perturbed renewal equation with non-polynomial perturbations

MaRDI QIDQ3607218zbMATH OpenFDO

Authors Ying Ni, D. S. Silvestrov, Anatoliy Malyarenko

Publication date 28 February 2009

zbMATH Keywords

ruin probabilityrenewal equationrisk processnonlinear perturbationexponential asymptotic expansionnon-polynomial perturbation

Mathematics Subject Classification ID

Perturbations of ordinary differential equations (34D10) Renewal theory (60K05)

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• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes

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