On asymptotic equivalence among the solutions of some defective renewal equations

DOI10.1007/S10986-013-9216-6zbMath1337.60222OpenAlexW1997315301MaRDI QIDQ889465

Georgios Psarrakos, Qingwu Gao, Yu Liu, Yue-bao Wang

Publication date: 6 November 2015

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

Full work available at URL: https://doi.org/10.1007/s10986-013-9216-6

zbMATH Keywords

ruin probabilityrenewal risk modeldefective renewal equationcompound geometric distributionasymptotically equivalent relation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Renewal theory (60K05)

Related Items (1)

The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands

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