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

zbMATH Open1164.60062MaRDI QIDQ3607218FDOQ3607218

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

Publication date: 28 February 2009

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zbMATH Keywords

ruin probabilityrenewal equationrisk processnonlinear perturbationexponential asymptotic expansionnon-polynomial perturbation

Mathematics Subject Classification ID

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

Cited In (10)

• Improved Asymptotics for Ruin Probabilities
• Perturbed Markov chains with damping component
• Nonexponential asymptotics for the solutions of renewal equations, with applications
• Nonlinearly perturbed renewal equations: the nonpolynomial case
• Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues
• Coupling and ergodic theorems for Markov chains with damping component
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• Exponential asymptotical expansions for ruin probability in a classical risk process with non-polynomial perturbations
• Nonlinearly perturbed stochastic processes and systems
• Title not available (Why is that?)

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