An asymptotic expansion for the expectation of an age-dependent branching process with a submultiplicative estimate of the remainder

DOI10.1239/JAP/1005091046zbMath1004.60083OpenAlexW2132634743MaRDI QIDQ2774461

Mikhail S. Sgibnev

Publication date: 1 February 2003

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

Full work available at URL: https://doi.org/10.1239/jap/1005091046

zbMATH Keywords

ruin probabilityinvestmentBellman's equationcompound Poisson processgeometric Brownian motionstochastic control theory

Mathematics Subject Classification ID

Functional inequalities, including subadditivity, convexity, etc. (39B62) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Renewal theory (60K05)

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