Approximation of the ruin probability with an exponential exactness

zbMATH Open0778.60034MaRDI QIDQ684529FDOQ684529

Authors: V. I. Lotov 

Publication date: 21 September 1993

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

ruin problemladder heightsboundary problems for random walks

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cited In (5)

• Bounds for the probability to leave the interval
• On the asymptotics of the ruin probability
• Title not available (Why is that?)
• Approximation of the ruin probability using the scaled Laplace transform inversion
• On the semi-Markovian random walk with two reflecting barriers

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