Asymptotic expansions for distributions of the surplus prior and at the time of ruin
Asymptotic expansions for the distribution of the surplus prior to and at the time of a ruin are given for nonlinearly perturbed risk processes.
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| Datum: | 2007 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2007
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| Online Zugang: | http://dspace.nbuv.gov.ua/handle/123456789/4522 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | Asymptotic expansions for distributions of the surplus prior and at the time of ruin / D.S. Silvestrov // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 4. — С. 183–188. — Бібліогр.: 15 назв.— англ. |