Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier (Q518857): Difference between revisions

@@ Property / DOI @@
-.1007/s11009-015-9459-2
@@ Property / DOI: 10.1007/s11009-015-9459-2 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K05
@@ Property / Mathematics Subject Classification ID: 60K05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+K10
@@ Property / Mathematics Subject Classification ID: 60K10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G50
@@ Property / Mathematics Subject Classification ID: 60G50 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
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@@ Property / zbMATH DE Number @@
+6698222
@@ Property / zbMATH DE Number: 6698222 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ruin probability
@@ Property / zbMATH Keywords: ruin probability / rank @@
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@@ Property / zbMATH Keywords @@
+renewal model
@@ Property / zbMATH Keywords: renewal model / rank @@
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@@ Property / zbMATH Keywords @@
+Sparre-Andersen model
@@ Property / zbMATH Keywords: Sparre-Andersen model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+barrier problems
@@ Property / zbMATH Keywords: barrier problems / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+overshoot
@@ Property / zbMATH Keywords: overshoot / rank @@
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@@ Property / zbMATH Keywords @@
+undershoot
@@ Property / zbMATH Keywords: undershoot / rank @@
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@@ Property / zbMATH Keywords @@
+exit times
@@ Property / zbMATH Keywords: exit times / rank @@
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@@ Property / zbMATH Keywords @@
+mixed Erlang class
@@ Property / zbMATH Keywords: mixed Erlang class / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11009-015-9459-2
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@@ Property / OpenAlex ID @@
+W1820156491
@@ Property / OpenAlex ID: W1820156491 / rank @@
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@@ Property / cites work @@
+On the distribution of the surplus prior to ruin
@@ Property / cites work: On the distribution of the surplus prior to ruin / rank @@
+Normal rank
@@ Property / cites work @@
+On a Class of Renewal Risk Processes
@@ Property / cites work: On a Class of Renewal Risk Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Approximations to ruin probability in the presence of an upper absorbing barrier
+Normal rank
@@ Property / cites work @@
+The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model
+Normal rank
@@ Property / cites work @@
+When does the surplus reach a given target?
@@ Property / cites work: When does the surplus reach a given target? / rank @@
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+Exit times for a class of random walks exact distribution results
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
+Normal rank
@@ Property / cites work @@
+The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
+Normal rank
@@ Property / cites work @@
+On some measures of the severity of ruin in the classical Poisson model
+Normal rank
@@ Property / cites work @@
+Tail bounds for the distribution of the deficit in the renewal risk model
+Normal rank
@@ Property / cites work @@
+On the Waiting Time in the Queuing System GI/G/1
@@ Property / cites work: On the Waiting Time in the Queuing System GI/G/1 / rank @@
+Normal rank
@@ Property / cites work @@
+Some characteristics of a surplus process in the presence of an upper barrier.
+Normal rank
@@ Property / cites work @@
+On the discounted penalty function in the renewal risk model with general interclaim times
+Normal rank
@@ Property / cites work @@
+Compound geometric residual lifetime distributions and the deficit at ruin.
+Normal rank
@@ Property / cites work @@
+On the Class of Erlang Mixtures with Risk Theoretic Applications
+Normal rank
@@ Property / cites work @@
+When does surplus reach a given target before ruin in the Markov-modulated diffusion model?
+Normal rank
@@ Property / cites work @@
+When does surplus reach a certain level before ruin?
+Normal rank
@@ Property / DOI @@
+.1007/S11009-015-9459-2
@@ Property / DOI: 10.1007/S11009-015-9459-2 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:518857