Theory of Stochastic Processes
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Theory Stoch. Process.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Theory of Stochastic Processes, 2007, Volume 13(29), Issue 4, Pages 183–188 (Mi thsp244)  
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
Full-text PDF (110 kB)
References:
PDF
HTML
Abstract: Asymptotic expansions for the distribution of the surplus prior to and at the time of a ruin are given for nonlinearly perturbed risk processes.
Keywords: Risk process, ruin probability, surplus prior, surplus at the time of ruin, nonlinear perturbation, asymptotic expansion.
Bibliographic databases:
Document Type: Article
MSC: 60K15, 60F17, 60K20
Language: English
Citation: Dmitrii S. Silvestrov, “Asymptotic expansions for distributions of the surplus prior and at the time of ruin”, Theory Stoch. Process., 13(29):4 (2007), 183–188
Citation in format AMSBIB
\Bibitem{Sil07}
\by Dmitrii~S.~Silvestrov
\paper Asymptotic expansions for distributions of the surplus prior and at the time of ruin
\jour Theory Stoch. Process.
\yr 2007
\vol 13(29)
\issue 4
\pages 183--188
\mathnet{http://mi.mathnet.ru/thsp244}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2482259}
\zmath{https://zbmath.org/?q=an:1164.60068}
Linking options:
  • https://www.mathnet.ru/eng/thsp244
  • https://www.mathnet.ru/eng/thsp/v13/i4/p183
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Theory of Stochastic Processes
    Statistics & downloads:
    Abstract page:79
    Full-text PDF :27
    References:15
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024