The Wiener process with drift between a linear retaining and an absorbing barrier (Q1155927): Difference between revisions

@@ Property / author @@
-Marc J. Goovaerts
@@ Property / author: Marc J. Goovaerts / rank @@
-Normal rank
@@ Property / author @@
+Marc J. Goovaerts
@@ Property / author: Marc J. Goovaerts / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Q5528194
@@ Property / cites work: Q5528194 / rank @@
+Normal rank
@@ Property / cites work @@
+The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas
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@@ Property / cites work @@
+On the probability of ruin in the presence of a linear dividend barrier
+Normal rank
@@ Property / cites work @@
+Q4772680
@@ Property / cites work: Q4772680 / rank @@
+Normal rank
@@ Property / cites work @@
+The Random Walk Between a Reflecting and an Absorbing Barrier
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0771-050x(81)90054-1
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@@ Property / OpenAlex ID @@
+W2077967705
@@ Property / OpenAlex ID: W2077967705 / rank @@
+Normal rank