scientific article; zbMATH DE number 1475700
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zbMATH Open0952.60080MaRDI QIDQ4489968FDOQ4489968
Authors: Mats Gyllenberg, D. S. Silvestrov 
Publication date: 12 July 2000
Title of this publication is not available (Why is that?)
Recommendations
- Cramér-Lundberg approximation for nonlinearly perturbed risk processes
- The perturbed renewal equation and diffusion type approximation for risk processes
- Asymptotic expansions for distributions of the surplus prior and at the time of ruin
- Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
- On the ruin probabilities for a general perturbed renewal risk process
Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Renewal theory (60K05)
Cited In (10)
- Improved Asymptotics for Ruin Probabilities
- Title not available (Why is that?)
- Asymptotic expansions for distributions of the surplus prior and at the time of ruin
- Asymptotics of ruin probabilities for perturbed discrete time risk processes
- Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
- Cramér-Lundberg approximation for nonlinearly perturbed risk processes
- Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion
- Exponential asymptotical expansions for ruin probability in a classical risk process with non-polynomial perturbations
- Nonlinearly perturbed stochastic processes and systems
- Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation
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