Stability of transient quasi-homogeneous Markov semigroups and estimate of ruin probability

MaRDI QIDQ3607389zbMATH OpenFDO

Authors M. V. Kartashov

Publication date 28 February 2009

Full work available at URL http://www.ams.org/tpms/2007-75-00/S0094-9000-08-00712-6/home.html

zbMATH Keywords

estimate of ruin probabilityinfinitesimal operatorstabilitytransient quasi-homogeneous Markov semigroupsuniformly transient semigroup

Mathematics Subject Classification ID

Axioms; other general questions in probability (60A05) Probabilistic potential theory (60J45)

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(3)

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