The asymptotic behavior of the distribution of Markov moments in time-inhomogeneous Markov chains and its application to a discrete Cramér-Lundberg model
type: Item
instance of: scholarly article
zbMATH Open document ID: 1346.60114
author: M. V. Kartashov
published in: Theory of Probability and Mathematical Statistics
publication date: 2016-08-29T00:00:00Z
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 60F99
Mathematics Subject Classification ID: 60K05
zbMATH DE Number: 6620051
zbMATH Keywords: inhomogeneous discrete Markov chains
zbMATH Keywords: rare Markov moments
zbMATH Keywords: asymptotics
zbMATH Keywords: ruin probability
zbMATH Keywords: Cramér-Lundberg model
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1090/tpms/981
OpenAlex ID: W2496380930
cites work: Q4198414
cites work: Q4342627
cites work: Markov chains and stochastic stability
cites work: Q4040650
cites work: The asymptotic behavior of rare Markov moments defined on time inhomogeneous Markov chains
cites work: Quantitative and qualitative limits for exponential asymptotics of hitting times for birth-and-death chains in a scheme of series
DOI: 10.1090/TPMS/981
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title: The asymptotic behavior of the distribution of Markov moments in time-inhomogeneous Markov chains and its application to a discrete Cramér-Lundberg model
description: scientific article; zbMATH DE number 6620051