Asymptotic Expansions for Perturbed Discrete Time Renewal Equations
2013 (English)Licentiate thesis, comprehensive summary (Other academic)
In this thesis we study the asymptotic behaviour of the solution of a discrete time renewal equation depending on a small perturbation parameter. In particular, we construct asymptotic expansions for the solution of the renewal equation and related quantities. The results are applied to studies of quasi-stationary phenomena for regenerative processes and asymptotics of ruin probabilities for a discrete time analogue of the Cramér-Lundberg risk model.
Place, publisher, year, edition, pages
Department of Mathematics, 2013. , 19 p.
Renewal equation, Perturbation, Asymptotic expansion, Regenerative process, Quasi-stationary distribution, Risk process, Ruin probability
Probability Theory and Statistics
IdentifiersURN: urn:nbn:se:su:diva-95490OAI: oai:DiVA.org:su-95490DiVA: diva2:660387
2013-11-20, 306, Matematiska institutionen, Hus 6, Kräftriket, Stockholm, 15:15 (English)
Hult, Henrik, Doctor
Silvestrov, Dmitrii, ProfessorHössjer, Ola, Professor
List of papers