Improved Asymptotics for Ruin Probabilities
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Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-06653-0_5
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3. Bening, V.E., Korolev, V.Yu.: Generalized Poisson Models and their Applications in Insurance and Finance. Modern Probability and Statistics. VSP, Utrecht (2002)
4. Bernarda, R., Vallois, P., Volpi, A., Bernarda, R., Vallois, P.: Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes. ESAIM: Probab. Statist. 12, 58–93 (2008)
5. Blanchet, J., Zwart, B.: Asymptotic expansions of defective renewal equations with applications to perturbed risk models and processors sharing queues. Math. Methods Oper. Res. 72(2), 311–326 (2010)
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