Number of jumps in two-sided first-exit problems for a compound Poisson process (Q340120): Difference between revisions

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-.1007/s11009-015-9453-8
@@ Property / DOI: 10.1007/s11009-015-9453-8 / rank @@
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+https://doi.org/10.1007/s11009-015-9453-8
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+W778803061
@@ Property / OpenAlex ID: W778803061 / rank @@
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@@ Property / cites work @@
+Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
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@@ Property / cites work @@
+Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
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+The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model
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+How long is the surplus below zero?
@@ Property / cites work: How long is the surplus below zero? / rank @@
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+When does the surplus reach a given target?
@@ Property / cites work: When does the surplus reach a given target? / rank @@
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@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
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@@ Property / cites work @@
+A note on killing with applications in risk theory
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@@ Property / cites work @@
+First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications
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+On several two-boundary problems for a particular class of Lévy processes
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+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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+Gerber-Shiu risk theory
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@@ Property / cites work @@
+A two-sided first-exit problem for a compound Poisson process with a random upper boundary
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@@ Property / cites work @@
+Q4301147
@@ Property / cites work: Q4301147 / rank @@
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@@ Property / cites work @@
+UPPER FIRST-EXIT TIMES OF COMPOUND POISSON PROCESSES REVISITED
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@@ Property / cites work @@
+First Exit Times of Compound Poisson Processes with Parallel Boundaries
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+Review of some functionals of compound Poisson processes and related stopping times
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@@ Property / cites work @@
+Distributions of stopping times for compound poisson processes with positive jumps and linear boundaries
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@@ Property / DOI @@
+.1007/S11009-015-9453-8
@@ Property / DOI: 10.1007/S11009-015-9453-8 / rank @@
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