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 @@
-Normal rank
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+Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
+Normal rank
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+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 @@
+Normal 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 @@
+Normal rank
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+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
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+A note on killing with applications in risk theory
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+First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications
+Normal rank
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+On several two-boundary problems for a particular class of Lévy processes
+Normal rank
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+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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+Gerber-Shiu risk theory
@@ Property / cites work: Gerber-Shiu risk theory / rank @@
+Normal rank
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+A two-sided first-exit problem for a compound Poisson process with a random upper boundary
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+Q4301147
@@ Property / cites work: Q4301147 / rank @@
+Normal rank
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+UPPER FIRST-EXIT TIMES OF COMPOUND POISSON PROCESSES REVISITED
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+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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+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 @@
+Normal rank