Nonlinearly Perturbed Renewal Equation with Perturbations of a Non-polynomial Type

• The object of study is a model of nonlinearly perturbed continuous-time renewal equation with multivariate non-polynomial perturbations. The characteristics of the distribution generating the renewal equation are assumed to have expansions in the perturbation parameter with respect to a non-polynomial asymptotic scale which can be considered as a generalization of the standard polynomial scale. Exponential asymptotics for such a model are obtained and applications are given.

Subject headings

NATURVETENSKAP  -- Matematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics (hsv//eng)

NATURVETENSKAP  -- Matematik -- Beräkningsmatematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Computational Mathematics (hsv//eng)

Keyword

Renewal equation

nonlinear perturbation

non-polynomial perturbation

exponential asymptotic expansion

risk process

ruin probability

MATHEMATICS

MATEMATIK

Applied mathematics

Tillämpad matematik

Mathematics/Applied Mathematics

matematik/tillämpad matematik

Publication and Content Type

ref (subject category)

kon (subject category)