Asymptotic Probabilities of an Exceedance Over Renewal Thresholds with an Application to Risk Theory (Q5312847)
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scientific article; zbMATH DE number 2199099
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Probabilities of an Exceedance Over Renewal Thresholds with an Application to Risk Theory |
scientific article; zbMATH DE number 2199099 |
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Asymptotic Probabilities of an Exceedance Over Renewal Thresholds with an Application to Risk Theory (English)
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25 August 2005
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renewal process
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maximum of a random walk
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regenerative process
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stopping time
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heavy-tailed distribution
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ruin probability
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