{"entities":{"Q1333591":{"pageid":1344330,"ns":120,"title":"Item:Q1333591","lastrevid":67565343,"modified":"2026-04-12T18:49:56Z","type":"item","id":"Q1333591","labels":{"en":{"language":"en","value":"On the first crossing of the surplus process with a given upper barrier"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 639407"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333591$73D0DB8B-E1FB-4A60-B3A5-8E363143A8AC","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"a89f5c9c42f563d72aa8140a6057c6aa9beb5d84","datavalue":{"value":{"text":"On the first crossing of the surplus process with a given upper barrier","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1333591$828CBF82-CE4B-4889-8631-33E60C732864","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"f4bfc8fceeb55c31a4c12c0dfd448a5e0227b260","datavalue":{"value":"0806.62089","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1333591$71AADDF2-7EE2-4AD1-880B-E137CCB6DD8C","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"9f4518946a0a1ed31ac2edf7488e731fb626422a","datavalue":{"value":"10.1016/0167-6687(94)00010-7","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1333591$EB34A802-32A8-4896-A6AA-2F7EAD3BD379","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"96b02f2ae41025f82f1789fb23e665bb5bb21a9b","datavalue":{"value":{"entity-type":"item","numeric-id":622429,"id":"Q622429"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333591$BBEC9498-D610-404A-A4D8-CFAB7A6BAD1A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"1bde62415ee0a663b1b128605320c3d1d9267461","datavalue":{"value":{"entity-type":"item","numeric-id":342918,"id":"Q342918"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333591$A24BC944-DD3F-4480-8A3D-ACEB24F93818","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6fb49545b3ffbd90b84cabc3a46f56807c43d68e","datavalue":{"value":{"entity-type":"item","numeric-id":190727,"id":"Q190727"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333591$B998983B-3391-41FB-B685-DA659F78AFF2","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"e062a118b22caaee58210a4b88012aa62bef9718","datavalue":{"value":{"time":"+1995-02-16T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1333591$0312F8FF-6EE4-40EE-8DF7-42DA8A7ABB62","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"09477576501a68800b7d13b7e8aec22d1c05bec6","datavalue":{"value":"Let the risk process \\(\\{S_ t\\), \\(t\\in\\mathbb{R}_ +\\}\\) be a compound Poisson one: \\(S_ t= W_ 1+\\dots +W_{Nt}\\), \\(t>0\\), where \\(W_ i\\) represents the claim amounts and \\(\\{N_ t\\), \\(t\\in \\mathbb{R}_ +\\}\\) is a homogeneous Poisson process with parameter \\(\\lambda\\) \\((>0)\\) representing the total claims amount in \\([0,t]\\). Then the surplus process \\(\\{S_ t\\), \\(t\\in \\mathbb{R}_ +\\}\\) is modelled so that the surplus at time \\(t\\) is given by: \\(S_ t= R_ 0+ ct- S_ t\\), \\(t>0\\), where \\(R_ 0\\) is the initial surplus and \\(c\\) is the constant rate of income, with \\(c> \\lambda E(W_ 1)\\). The variables \\(W_ 1, W_ 2,\\dots, W_{Nt}\\) are supposed i.i.d., independent of \\(\\{N_ t\\), \\(t\\in\\mathbb{R}_ +\\}\\) and arithmetically distributed on \\(\\mathbb{N}^*\\) with probability distribution \\(\\{q_ i\\), \\(i\\in \\mathbb{N}^*\\}\\).   In this model an upper barrier for the reserve is introduced by means of a given real function \\(h\\) with a positive jump at any value of discontinuity and \\(h(0)> R_ 0\\). The aim of the paper is to investigate the time \\(T\\) of the first crossing between the surplus process and the considered barrier. It is observed that such time can also be seen as the time of the first crossing between a compound Poisson trajectory and a lower barrier, where \\(N\\) is the level of this crossing.   At the beginning the case where all claim amounts are equal to one is studied and, if \\(-u_ n= \\inf\\{t>0\\), \\(R_ 0+ ct- h(t)= n\\}\\), the probability \\(P(T=- u_ n) [=P(N=n)]\\) is given by means of a family of Abel-Gontcharoff polynomials. Successively the general case is treated and the probabilities related to \\(T\\) are expressed using a family of polynomials obtained by the extension of Abel-Gontcharoff polynomials.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1333591$027CA0E3-4940-4D27-9967-710D6A178F64","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1333591$9C23F5F2-16DE-482C-87AC-07525C7D1D7B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1333591$F70CC4EF-1F8E-4FAE-9CD0-5E695497D7FC","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"a56b8342daf2f63568a6a9e6c809e8fc7017ee77","datavalue":{"value":"639407","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1333591$39E5C10A-D8CF-470E-A959-428E07C724FA","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8f9c67b6f4be9589b9f0f8f123bdb25486dec9ee","datavalue":{"value":"collective risk theory","type":"string"},"datatype":"string"},"type":"statement","id":"Q1333591$70087F25-27C1-4D65-924F-D4148A0968F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1785ba6a5d7356672366a505303d6efaf3a6ab06","datavalue":{"value":"first passage time","type":"string"},"datatype":"string"},"type":"statement","id":"Q1333591$F5A3CE4F-232A-4D54-AD10-E5D7D1377033","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b6c36803c0c314102ef248f1de6afd78beb7b297","datavalue":{"value":"risk process","type":"string"},"datatype":"string"},"type":"statement","id":"Q1333591$39EA6FAE-68A1-4F31-90C5-C5C47EB1EEDB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e2f8ded11c6de0e7d12061d2a7e3a824f85cdfda","datavalue":{"value":"compound Poisson","type":"string"},"datatype":"string"},"type":"statement","id":"Q1333591$D554201C-CF95-4DA5-8A52-394DA75798AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1edf971014f979f3adeca1d621bc57da878361a5","datavalue":{"value":"homogeneous Poisson process","type":"string"},"datatype":"string"},"type":"statement","id":"Q1333591$EB577FB2-6890-4B57-87A8-F01F42FC9928","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2c46ac4c7ba4df28d6e4cf1a6b79964dad993940","datavalue":{"value":"total claims amount","type":"string"},"datatype":"string"},"type":"statement","id":"Q1333591$B44A612D-C995-4BB9-AF6E-3712D4925B58","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ef34bfdf535cd7f6e1583f7fd5a7536cfe40b1bd","datavalue":{"value":"surplus process","type":"string"},"datatype":"string"},"type":"statement","id":"Q1333591$19E62934-C252-426D-BF1D-103B4EBAC2E6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"720453967c9c2e71b805ca34aa04edfd62960740","datavalue":{"value":"upper barrier for the reserve","type":"string"},"datatype":"string"},"type":"statement","id":"Q1333591$B074124B-7A9B-465F-9644-9B47972877B2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ab63d5db07328fbccf898eddf534c0b1e8e10fbd","datavalue":{"value":"first crossing","type":"string"},"datatype":"string"},"type":"statement","id":"Q1333591$2662BA8F-13AC-4752-9E5F-DF09326891D8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4bb2a4c4565779abe5d5937823e71cd9ceb66d27","datavalue":{"value":"Abel-Gontcharoff polynomials","type":"string"},"datatype":"string"},"type":"statement","id":"Q1333591$3D77B290-54A3-4A76-82A2-7C35C85E099A","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"0d4e3698ab41401fabaa279c072b204536f987e6","datavalue":{"value":{"entity-type":"item","numeric-id":591248,"id":"Q591248"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333591$0F87E0EC-4E9E-41C3-92FA-47EEE18CE739","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333591$0B80BF97-F7E3-4EB7-BA63-FF849C9E24BE","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"e5f5ab85ea389c0c6548720c98c50a711e90e3fa","datavalue":{"value":"https://doi.org/10.1016/0167-6687(94)00010-7","type":"string"},"datatype":"url"},"type":"statement","id":"Q1333591$60880193-0E0A-42D3-983F-3557F7A92B7F","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"22d15f764c9388330f6c99db3f16225f86445ef0","datavalue":{"value":"W2070510148","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1333591$A9E3A608-18A9-4760-AF5F-935CB8B1F1DA","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"ebc491485175b25c8ebf26d16ef38592fd45d09a","datavalue":{"value":{"entity-type":"item","numeric-id":5842612,"id":"Q5842612"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333591$E5E23397-BB2A-4632-A0BD-9686BBA0903F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ef9737deed79f897da96748640555e29ad885385","datavalue":{"value":{"entity-type":"item","numeric-id":1094065,"id":"Q1094065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333591$4302CD69-543D-431B-BF49-8B231880493B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0f9edb0b914cff856a5ca2d8338769fdd154b4fb","datavalue":{"value":{"entity-type":"item","numeric-id":4280653,"id":"Q4280653"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333591$FAD9054D-8C24-43EE-BDDF-577720633244","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1e25c7cf02d3b3773266dba412dab93e0ab72a7e","datavalue":{"value":{"entity-type":"item","numeric-id":1110974,"id":"Q1110974"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333591$F2B24717-EFFC-4C1D-B6A0-F011416110F1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8f7960f924751eb0b89c2e79e7835ef853f9e7fb","datavalue":{"value":{"entity-type":"item","numeric-id":808143,"id":"Q808143"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333591$C6CC763B-6304-492C-9B8B-5C521D02455E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"674f5ca7c91e2bec19707719c2add5bbf51a9027","datavalue":{"value":{"entity-type":"item","numeric-id":5769480,"id":"Q5769480"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333591$B149FAC3-CB66-4D82-93C7-2BE3813715F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fbb93859706e00bbeee97903c291aa1f775ee12a","datavalue":{"value":{"entity-type":"item","numeric-id":3494719,"id":"Q3494719"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333591$04F2E2EE-0F98-429A-A423-36FCD2E60F47","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"729918664a9476c28325657c00d1aa0b42fc368d","datavalue":{"value":{"entity-type":"item","numeric-id":5675806,"id":"Q5675806"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333591$2BA1DBFB-DD43-47DA-A471-0DFD9156BC61","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b2501df963defb808ac19770a7d663f5bd479815","datavalue":{"value":{"entity-type":"item","numeric-id":689177,"id":"Q689177"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1333591$AFC9187B-62E5-4025-A6F0-CF33A7D19E92","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0f55de560af8c3e3b5a9fbac61c0bc1b1619c4e5","datavalue":{"value":{"entity-type":"item","numeric-id":2759551,"id":"Q2759551"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b83d9c50cb766ee92f784ee5837440579f3504a6","datavalue":{"value":{"amount":"+0.8409751057624817","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1333591$76EB81EC-2067-47F8-B750-6C7D1BD9ACFA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8e10357677254ee407cb9eea635c631be883a8ed","datavalue":{"value":{"entity-type":"item","numeric-id":1413315,"id":"Q1413315"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"397940a42b56e5a67126f54ccfd18155ca424be3","datavalue":{"value":{"amount":"+0.8274263739585876","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1333591$11170966-3E18-4F2C-A0B0-5BABF48C7A78","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ed8f3687882016f10342ff3141a4e53f3ff555c5","datavalue":{"value":{"entity-type":"item","numeric-id":518857,"id":"Q518857"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e6c0738c914116b3e5380ff130940946c50da280","datavalue":{"value":{"amount":"+0.8196119070053101","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1333591$1641BC22-1FE2-4354-955B-DF291281DF35","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3335bdfc8c01e2e0786a83c6a822ffca2b81cc92","datavalue":{"value":{"entity-type":"item","numeric-id":808143,"id":"Q808143"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1607a36a94c24f5b67e406ca1e91e8ea33302fde","datavalue":{"value":{"amount":"+0.8033022284507751","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1333591$D3E64499-20FD-41E9-8F52-936C46BDD25B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"On the first crossing of the surplus process with a given upper barrier","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/On_the_first_crossing_of_the_surplus_process_with_a_given_upper_barrier"}}}}}