scientific article; zbMATH DE number 27017

MaRDI QIDQ3983586zbMATH OpenFDO

Authors V. I. Lotov

Publication date 27 June 1992

Full work available at URL https://eudml.org/doc/63450

zbMATH Keywords

boundary problems for random walksladder heightsruin problem

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Recommendations

• The probability of ruin
• On sequential maxima of exponential sample means, with an application to ruin probability
• A continuity theorem in the ruin problem
• Power estimates for ruin probabilities
• On the asymptotics of the ruin probability

Cited in

(6)

• Some applications of the classical formula on ruin probabilities
• On sequential maxima of exponential sample means, with an application to ruin probability
• Simple approximations of ruin probabilities
• On a function-theoretic ruin problem
• Correction note to: ``A multidimensional ruin problem and an associated notion of duality
• Approximation of the ruin probability using the scaled Laplace transform inversion

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