I have only, if: b->0
AsymptoticIntegrate[E^(-(a/x) - x)/(b + c/x), {x, 0, Infinity}, {b, 0, 1}, Assumptions -> a > 0]
(*(2 a BesselK[2, 2 Sqrt[a]])/c - (2 a^(3/2) b BesselK[3, 2 Sqrt[a]])/c^2*)
If: b->Infinity
AsymptoticIntegrate[E^(-(a/x) - x)/(b + c/x), {x, 0, Infinity}, {b, Infinity, 1}, Assumptions -> a > 0]
(*(2 Sqrt[a] BesselK[1, 2 Sqrt[a]])/b*)
if:a ->0
AsymptoticIntegrate[E^(-(a/x) - x)/(b + c/x), {x, 0, Infinity}, {a, 0, 1}]
(*-((a E^(c/b) (Gamma[0, c/b] + Log[b/c] + Log[c/b]))/b) + (
b - c E^(c/b) Gamma[0, c/b] - c E^(c/b) Log[b/c] -
c E^(c/b) Log[c/b])/b^2*)
if: c->0
AsymptoticIntegrate[E^(-(a/x) - x)/(b + c/x), {x, 0, Infinity}, {c, 0, 1}]
(*-((2 c BesselK[0, 2 Sqrt[a]])/b^2) + (2 Sqrt[a] BesselK[1, 2 Sqrt[a]])/b*)
if: c->Infinity
AsymptoticIntegrate[ E^(-(a/x) - x)/(b + c/x), {x, 0, Infinity}, {c, Infinity, 1}]
(*(2 a BesselK[2, 2 Sqrt[a]])/c*)
Regards.