Pages that link to "Item:Q1860572"
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The following pages link to Kendall's identity for the first crossing time revisited (Q1860572):
Displayed 23 items.
- The first passage time of a stable process conditioned to not overshoot (Q325892) (← links)
- Boundary crossing of order statistics point processes (Q342919) (← links)
- New families of subordinators with explicit transition probability semigroup (Q404140) (← links)
- On free regular and Bondesson convolution semigroups (Q785403) (← links)
- On the supremum of the spectrally negative stable process with drift (Q900970) (← links)
- On the ruin time distribution for a Sparre Andersen process with exponential claim sizes (Q931207) (← links)
- The law of the supremum of a stable Lévy process with no negative jumps (Q948745) (← links)
- Duality in ruin problems for ordered risk models (Q1697212) (← links)
- Short proofs in extrema of spectrally one sided Lévy processes (Q1990022) (← links)
- On the distribution of classic and some exotic ruin times (Q2010893) (← links)
- On boundary crossing probabilities for diffusion processes (Q2267542) (← links)
- On Dirichlet series and functional equations (Q2401209) (← links)
- Harnesses, Lévy bridges and Monsieur Jourdain (Q2485829) (← links)
- A two-sided first-exit problem for a compound Poisson process with a random upper boundary (Q2487759) (← links)
- Review of some functionals of compound Poisson processes and related stopping times (Q2644300) (← links)
- Affine relation between an infinitely divisible distribution function and its Lévy measure (Q2661178) (← links)
- Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes (Q2700076) (← links)
- Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process (Q3108469) (← links)
- The Busy Period of an M/G/1 Queue with Customer Impatience (Q3550993) (← links)
- First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications (Q4576858) (← links)
- Fraud risk assessment within blockchain transactions (Q5203943) (← links)
- ON THE UPPER FIRST-EXIT TIMES OF COMPOUND <i>G</i>/<i>M</i> PROCESSES (Q5315629) (← links)
- Selfsimilarity of diffusions’ first passage times (Q5876391) (← links)