Nonexponential asymptotics for the solutions of renewal equations, with applications

DOI10.1239/jap/1158784948zbMath1125.60090MaRDI QIDQ5754690

Publication date: 23 August 2007

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1158784948

zbMATH Keywords

asymptotics; heavy-tailed distribution; renewal function; defective renewal equation; compound geometric distribution; perpetual put option; deterministic population model

Mathematics Subject Classification ID

60K10: Applications of renewal theory (reliability, demand theory, etc.)

60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)

60K05: Renewal theory

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