Dmitrii S. Silvestrov, “Asymptotic expansions for distributions of the surplus prior and at the time of ruin”, Theory Stoch. Process., 2007, том 13(29), выпуск 4,страницы 183

Asymptotic expansions for distributions of the surplus prior and at the time of ruin

Dmitrii S. Silvestrov

Department of Mathematics and Physics, Mälardalen University, Box 883, SE-721 23 Västerås, Sweden

Аннотация: Asymptotic expansions for the distribution of the surplus prior to and at the time of a ruin are given for nonlinearly perturbed risk processes.

Ключевые слова: Risk process, ruin probability, surplus prior, surplus at the time of ruin, nonlinear perturbation, asymptotic expansion.

MSC: 60K15, 60F17, 60K20

Язык публикации: английский