scientific article; zbMATH DE number 1165666
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Publication:4396372
zbMath0892.62078MaRDI QIDQ4396372
Soren Asmussen, Bjarne Højgaard
Publication date: 14 June 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes. ⋮ Ruin probabilities in perturbed risk models ⋮ Second order corrections for the limits of normalized ruin times in the presence of heavy tails ⋮ Sampling at subexponential times, with queueing applications
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