Integral theorems for the first passage time of an arbitrary boundary by a compound renewal process
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Publication:5963433
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Cites work
- scientific article; zbMATH DE number 3168165 (Why is no real title available?)
- scientific article; zbMATH DE number 3073499 (Why is no real title available?)
- Asymptotic Analysis of Random Walks
- On the distribution of the first passage time of a random walk to an arbitrary remote boundary
- Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin
- Ruin probabilities
Cited in
(7)- Integro-local theorems in boundary crossing problems for compound renewal processes
- Boundary functionals for the difference of nonordinary renewal processes with discrete time
- Boundary crossing problems for compound renewal processes
- Integral Limit Theorems for Nonlinear Boundary Crossing Time by Sums of Independent Variables
- Integro-local limit theorems for compound renewal processes
- Asymptotic results for certain first-passage times and areas of renewal processes
- On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process
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