Finite horizon ruin probabilities for random walks with heavy tailed increments
type: Item
instance of: scholarly article
zbMATH Open document ID: 1276.60055
DOI: 10.1017/S0269964812000435
author: Yingdong Lu
published in: Probability in the Engineering and Informational Sciences
publication date: 2013-08-22T00:00:00Z
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6200555
zbMATH Keywords: finite horizon ruin probabilities
zbMATH Keywords: diffusion approximation
zbMATH Keywords: optimal stopping
MaRDI profile type: Publication
cites work: Applied Probability and Queues
cites work: Approximations for Finite Horizon Ruin Probabilities in the Renewal Model
cites work: Corrected diffusion approximations in certain random walk problems
title: Finite horizon ruin probabilities for random walks with heavy tailed increments
description: scientific article; zbMATH DE number 6200555