Number of jumps in two-sided first-exit problems for a compound Poisson process (Q340120): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Number of jumps in two-sided first-exit problems for a compound Poisson process |
scientific article |
Statements
Number of jumps in two-sided first-exit problems for a compound Poisson process (English)
0 references
11 November 2016
0 references
classical risk model
0 references
two-sided first-exit time
0 references
two-sided smooth exit-recovery time
0 references
number of claims
0 references
doubly-killed scale function
0 references
