Cover Image

Asymptotic expansions for distributions of the surplus prior and at the time of ruin

Asymptotic expansions for the distribution of the surplus prior to and at the time of a ruin are given for nonlinearly perturbed risk processes.

Saved in:

Bibliographic Details
Date:	2007
Main Author:	Silvestrov, D.S.
Format:	Article
Language:	English
Published:	Інститут математики НАН України 2007
Online Access:	https://nasplib.isofts.kiev.ua/handle/123456789/4522
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:	Asymptotic expansions for distributions of the surplus prior and at the time of ruin / D.S. Silvestrov // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 4. — С. 183–188. — Бібліогр.: 15 назв.— англ.

Institution

Digital Library of Periodicals of National Academy of Sciences of Ukraine

Similar Items

Influence of the proportional distribution of common surplus on property stratification
by: V. A. Kapitanov, et al.
Published: (2014)

On some characteristics of the claim surplus process
by: Gusak, D.
Published: (2008)

Limit behavior of the distribution of the ruin moment of a modified risk process
by: Gusak, D. V., et al.
Published: (1999)

Behavior of classical risk processes after ruin and a multivariate ruin function
by: Gusak, D. V., et al.
Published: (2007)

Liquidity surplus in a globalized world
by: V. Kornivska
Published: (2018)

Modelling Distributed Priors by Gibbs Random Fields of Second Order
by: B. Flach, et al.
Published: (2011)

Modelling Distributed Priors by Gibbs Random Fields of Second Order
by: Flach, B., et al.
Published: (2011)

Behavior of risk processes with random premiums after ruin and a multivariate ruin function
by: Gusak, D. V., et al.
Published: (2007)

Techniques of Ruining the Confessional Identity
by: A. Aristova
Published: (2018)

Conditions for balance between survival and ruin
by: Gusak, D. V., et al.
Published: (2012)

Asymptotic Expansion of Markov Random Evolution
by: Samoilenko, I.V.
Published: (2006)

Gross Surplus Value as an Indicator for Financial Systems Comparison
by: A. O. Krylova
Published: (2008)

Consumer&#039;s surplus concept and economic policy
by: V. V. Mortikov
Published: (2014)

Consumer&#039;s surplus concept and economic policy
by: V. V. Mortikov
Published: (2014)

Complete Asymptotic Expansions for the Normalizing Constants of High-Dimensional Matrix Bingham and Matrix Langevin Distributions
by: Bagyan, Armine, et al.
Published: (2024)

Uniform Asymptotic Expansion for the Incomplete Beta Function
by: Nemes, G., et al.
Published: (2016)

Asymptotic expansions associated with the jackknife functional. II
by: Ivanov, O. V., et al.
Published: (1995)

Asymptotic expansions associated with the jackknife functional. I
by: Ivanov, O. V., et al.
Published: (1995)

Asymptotic expansions of solutions to singularly perturbed systems
by: Shchitov, I. N., et al.
Published: (1993)

Ruin problem for an inhomogeneous semicontinuous integer-valued process
by: Gusak, D. V., et al.
Published: (2000)

Ruin probabilities for risk models with constant interest
by: Nguyen Huy Hoang
Published: (2019)

Ruin probabilities for risk models with constant interest
by: Nguyen, Huy Hoang, et al.
Published: (2026)

Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I
by: Silvestrov, D.S., et al.
Published: (2006)

Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II
by: Silvestrov, D.S., et al.
Published: (2006)

The classical ruin problem on a finite solvable group
by: Zhdanova, Yu. D., et al.
Published: (1993)

Asymptotic expansion of a semi-Markov random evolution
by: Samoilenko, I. V., et al.
Published: (2006)

Ruin problem for a generalized Poisson process with reflection
by: Bratiichuk, N. S., et al.
Published: (2005)

The impact of cloud services pricing on provider profit, consumer surplus, and social welfare
by: V. M. Horbachuk, et al.
Published: (2020)

The impact of cloud services pricing on provider profit, consumer surplus, and social welfare
by: Gorbachuk, V.M., et al.
Published: (2020)

Asymptotic Expansions of Jacobi Polynomials for Large Values of β and of Their Zeros
by: Gil, A., et al.
Published: (2018)

Asymptotic Expansions of Finite Hankel Transforms and the Surjectivity of Convolution Operators
by: Okada, Yasunori, et al.
Published: (2024)

Asymptotic expansion of solutions of quasilinear parabolic problems in perforated domains
by: Skrypnik, I. V., et al.
Published: (1993)

Influence of surplus negative charge on absorption and fluorescence excitation spectra of asymmetric polymethine dyes
by: V. I. Borysiuk, et al.
Published: (2015)

Influence of surplus negative charge on absorption and fluorescence excitation spectra of asymmetric polymethine dyes
by: V. I. Borysyuk, et al.
Published: (2015)

On the first ruin moment for a modified risk process with immediate reflection
by: Gusak, D. V., et al.
Published: (1998)

Convergence in Skorokhod J-topology for compositions of stochastic processes
by: Silvestrov, D.S.
Published: (2008)

On the ruin probability in a risk model with variable premium intensity
by: M. O. Perestiuk, et al.
Published: (2014)

Holy Trinity Cathedral in Hlukhiv befor it&#039;s ruin
by: Yu. A. Shyshkina
Published: (2012)

McMahon-Type Asymptotic Expansions of the Zeros of the Coulomb Wave Functions
by: Gil, Amparo, et al.
Published: (2024)

Asymptotic inequalities for the distribution of the time of stay of a semi-Markov process in an expanding set of states
by: Pogorui, A. О., et al.
Published: (1994)