Subexponential asymptotics of hybrid fluid and ruin models

Bert Zwart, Sem Borst, Krzystof Debicki

We investigate the tail asymptotics of the supremum of X(t)+Y(t)-ct, where X={X(t),t\geq 0} and Y={Y(t),t\geq 0} are two independent stochastic processes. We assume that the proces…