Asymptotics for the Moments of the Time to Ruin for the Compound Poisson Model Perturbed by Diffusion-Reference-Cited by-同舟云学术

Asymptotics for the Moments of the Time to Ruin for the Compound Poisson Model Perturbed by Diffusion

Published:2010-07-17 Issue:4 Volume:13 Page:749-761
ISSN:1387-5841
Container-title:Methodology and Computing in Applied Probability
language:en
Short-container-title:Methodol Comput Appl Probab

Author:

Dermitzakis Vaios,Politis Konstadinos

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11009-010-9185-8.pdf

Reference25 articles.

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2. Asmussen S (2000) Ruin probabilities. World Scientific, Singapore

3. Asmussen S, Foss S, Korshunov D (2003) Asymptotics for sums of random variables with local subexponential behaviour. J Theor Probab 16(2):489–518

4. Bingham NH, Goldie CM, Teugels JL (1989) Regular variation. In: Encyclopedia of mathematics and its applications. Cambridge University Press, Cambridge, UK

5. Chover J, Ney P, Wainger S (1973) Functions of probability measures. J Anal Math 26:255–302

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