Second order corrections for the limits of normalized ruin times in the presence of heavy tails

DOI10.1214/11-SSY054zbMath1300.60108arXiv1112.2543MaRDI QIDQ5168875

Dominik Kortschak, Soren Asmussen

Publication date: 21 July 2014

Full work available at URL: https://arxiv.org/abs/1112.2543

zbMATH Keywords

regular variationrisk processPoisson processtransient behaviorstorage processfinite time ruin probability\(\mathrm{M}/\mathrm{G}/1\) queuesecond order subexponentiality

Mathematics Subject Classification ID

Related Items (1)

On Exceedance Times for Some Processes with Dependent Increments

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