ASYMPTOTIC EXPANSIONS FOR DISTRIBUTIONS OF THE SURPLUS PRIOR AND AT THE TIME OF RUIN

DMITRII S. SILVESTROV

Theory of Stochastic Processes Vol.13(29), no.4, 2007, pp.183–188

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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