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.
| Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:su-95490 |
| Date | January 2013 |
| Creators | Petersson, Mikael |
| Publisher | Stockholms universitet, Matematiska institutionen |
| Source Sets | DiVA Archive at Upsalla University |
| Language | English |
| Detected Language | English |
| Type | Licentiate thesis, comprehensive summary, info:eu-repo/semantics/masterThesis, text |
| Format | application/pdf |
| Rights | info:eu-repo/semantics/openAccess |
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