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

Voir la notice de l'article provenant de la source Math-Net.Ru

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 
@article{VTGU_2008_3_a2,
     author = {A. T. Semenov},
     title = {Asymptotic {Expansions} of the {Ruin} {Probability} for {a~Generalized} {Poisson} {Process}},
     journal = {Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mehanika},
     pages = {22--31},
     publisher = {mathdoc},
     number = {3},
     year = {2008},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VTGU_2008_3_a2/}
}
TY  - JOUR
AU  - A. T. Semenov
TI  - Asymptotic Expansions of the Ruin Probability for a~Generalized Poisson Process
JO  - Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mehanika
PY  - 2008
SP  - 22
EP  - 31
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/VTGU_2008_3_a2/
LA  - ru
ID  - VTGU_2008_3_a2
ER  - 
%0 Journal Article
%A A. T. Semenov
%T Asymptotic Expansions of the Ruin Probability for a~Generalized Poisson Process
%J Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mehanika
%D 2008
%P 22-31
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/VTGU_2008_3_a2/
%G ru
%F VTGU_2008_3_a2
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/