Number of jumps in two-sided first-exit problems for a compound Poisson process (Q340120): Difference between revisions
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Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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Property / Mathematics Subject Classification ID: 60G40 / rank | |||
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Property / Mathematics Subject Classification ID: 60J75 / rank | |||
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Property / zbMATH DE Number: 6652321 / rank | |||
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classical risk model | |||
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two-sided first-exit time | |||
Property / zbMATH Keywords: two-sided first-exit time / rank | |||
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two-sided smooth exit-recovery time | |||
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number of claims | |||
Property / zbMATH Keywords: number of claims / rank | |||
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doubly-killed scale function | |||
Property / zbMATH Keywords: doubly-killed scale function / rank | |||
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Revision as of 05:59, 28 June 2023
scientific article
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English | Number of jumps in two-sided first-exit problems for a compound Poisson process |
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Statements
Number of jumps in two-sided first-exit problems for a compound Poisson process (English)
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11 November 2016
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classical risk model
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two-sided first-exit time
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two-sided smooth exit-recovery time
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number of claims
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doubly-killed scale function
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