On the Asymptotics of the Ruin Probability

DOI10.1137/S0040585X97986989zbMath1319.60093MaRDI QIDQ5252479

Vladimir Ivanovich Lotov

Publication date: 2 June 2015

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

asymptotic analysisrandom walkruin probability

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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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• On Random Walks in a Strip
• Some asymptotic results for transient random walks
• A Wiener-Hopf Type Method for a General Random Walk with a Two-Sided Boundary
• On the Classical Ruin Problems
• An Estimate for the Convergence Rate for the Absorption Probability
• CONTINUOUS INSPECTION SCHEMES

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