Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processor sharing queues
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Publication:604808
DOI10.1007/s00186-010-0321-6zbMath1210.60097OpenAlexW2044244613MaRDI QIDQ604808
Publication date: 12 November 2010
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-010-0321-6
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Related Items (8)
Improved Asymptotics for Ruin Probabilities ⋮ Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes ⋮ On the accuracy of phase-type approximations of heavy-tailed risk models ⋮ Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics ⋮ Quasi-stationary asymptotics for perturbed semi-Markov processes in discrete time ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis ⋮ Functional sensitivity analysis of ruin probability in the classical risk models
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