Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier (Q518857): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/S11009-015-9459-2 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S11009-015-9459-2 / rank | |||
Normal rank | |||
Latest revision as of 20:14, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier |
scientific article |
Statements
Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier (English)
0 references
30 March 2017
0 references
ruin probability
0 references
renewal model
0 references
Sparre-Andersen model
0 references
barrier problems
0 references
overshoot
0 references
undershoot
0 references
exit times
0 references
mixed Erlang class
0 references
0 references
0 references
0 references
