Open this publication in new window or tab >>2008 (English)In: Journal of Numerical and Applied Mathematics, ISSN 0868-6912, Vol. 96, no 1, p. 173-197Article in journal (Refereed) Published
Abstract [en]
The model of nonlinearly perturbedcontinuous-time renewal equation is studied in this paper.The perturbation conditions considered involve asymptoticalexpansions with respect to asymptotic scale$\{\varphi_{n,m}(\varepsilon) = \varepsilon^{n +m\omega}\}$,with $n, m$ being non-negative integers and $\omega >1$ beingirrational number. Such asymptotical scale results in non-polynomialtype of asymptotic expansions for solutions for perturbed renewalequations. An example of risk processes with perturbations describedabove and asymptotic expansions in diffusion approximation for ruinprobabilities in this model are given.
Place, publisher, year, edition, pages
Kiev: TBiMC, 2008
Keywords
Renewal equation, nonlinear perturbation, non-polynomial perturbation, exponential asymptotic expansion, risk process, ruin probability
National Category
Probability Theory and Statistics Mathematics
Research subject
Mathematics/Applied Mathematics
Identifiers
urn:nbn:se:mdh:diva-5285 (URN)
2009-02-132009-02-132015-06-29Bibliographically approved