Geodesic
Asymptotic Expansions of the Ruin Probability for a Generalized Poisson Process
Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mehanika, no. 3 (2008), pp. 22-31 Cet article a éte moissonné depuis la source Math-Net.Ru

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Let $\xi(t)$, $t\geqslant0,$ be a generalized Poisson process, and let $\tau(x)=\inf\{t:\xi(t)\geqslant x\}, x>0$. The complete asymptotic expansions of the distribution $\tau(x)$ are obtained for $x\to\infty$ under Cramér type condition.
Keywords: generalized Poisson process, ruin probability, factorization method, asymptotic expansion.
Mots-clés : Laplace-Stieltjes transform 
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     title = {Asymptotic {Expansions} of the {Ruin} {Probability} for {a~Generalized} {Poisson} {Process}},
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A. T. Semenov. Asymptotic Expansions of the Ruin Probability for a Generalized Poisson Process. Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mehanika, no. 3 (2008), pp. 22-31. http://geodesic.mathdoc.fr/item/VTGU_2008_3_a2/