Asymptotics for the moments of the time to ruin for the compound Poisson model perturbed by diffusion
DOI10.1007/S11009-010-9185-8zbMATH Open1242.91090OpenAlexW2077418286MaRDI QIDQ429991FDOQ429991
Authors: Vaios Dermitzakis, Konstadinos G. Politis 
Publication date: 20 June 2012
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-010-9185-8
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Cites Work
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- Nonexponential asymptotics for the solutions of renewal equations, with applications
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Cited In (9)
- On an insurance ruin model with a causal dependence structure and perturbation
- Moments of the ruin time in a Lévy risk model
- Approximations for the moments of ruin time in the compound Poisson model
- Tail asymptotics for Pollaczek-Khinchin type series with applications to ruin in perturbed model
- A local asymptotic result for ruin probability of the compound Poisson model perturbed by diffusion
- Title not available (Why is that?)
- Threshold estimation for a spectrally negative Lévy process
- Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
- On the moments of iterated tail
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