Tail probabilities for non-standard risk and queueing processes with subexponential jumps

Advances in Applied Probability

Volumn 31, Issue 2, 1999, Pages 422-447

  Asmussen, Søren ^a   Schmidli, Hanspeter ^b   Schmidt, Volker ^c  

^a LUND UNIVERSITY   (Sweden)

^b AARHUS UNIVERSITY   (Denmark)

^c UNIVERSITY OF ULM   (Germany)

Author keywords

Ergodic inter occurrence times; Integrated tail distribution; Random walk; Regenerative surplus process; Regular variation; Ruin probability; Stationary waiting time distribution; Subexponential distribution

Indexed keywords

EID: 0033140818     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1029955142     Document Type: Article

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