On the Asymptotics of the Ruin Probability
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Publication:5252479
DOI10.1137/S0040585X97986989zbMath1319.60093MaRDI QIDQ5252479
Publication date: 2 June 2015
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Related Items (4)
Bounds for the Number of Crossings of a Strip by Random Walk Paths ⋮ On some inequalities in boundary crossing problems for random walks ⋮ On the distribution of the trajectory maximum of a stochastic process with switchings ⋮ On the distribution of the trajectory maximum of a random walk with switchings
Cites Work
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