Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes

DOI10.1007/978-3-319-06653-0_7zbMath1325.91031OpenAlexW16046976MaRDI QIDQ3193128

Mikael Petersson

Publication date: 15 October 2015

Published in: EAA Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-06653-0_7

Mathematics Subject Classification ID

Related Items (5)

Improved Asymptotics for Ruin Probabilities ⋮ Exponential Asymptotical Expansions for Ruin Probability in a Classical Risk Process with Non-polynomial Perturbations ⋮ Quasi-stationary asymptotics for perturbed semi-Markov processes in discrete time ⋮ Asymptotics for Quasi-stationary Distributions of Perturbed Discrete Time Semi-Markov Processes ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes

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• Inhomogeneous perturbations of a renewal equation and the Cramér–Lundberg theorem for a risk process with variable premium rates
• A review of discrete-time risk models

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