Approximation of the ruin probability with an exponential exactness

zbMath0778.60034MaRDI QIDQ684529

Vladimir Ivanovich Lotov

Publication date: 21 September 1993

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

ladder heightsruin problemboundary problems for random walks

Mathematics Subject Classification ID

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

Related Items (3)

Bounds for the probability to leave the interval ⋮ On the semi-Markovian random walk with two reflecting barriers ⋮ On the Asymptotics of the Ruin Probability

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