Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier (Q518857): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60K05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G40 / rank | |||
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| Property / Mathematics Subject Classification ID: 60K10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G50 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / zbMATH DE Number: 6698222 / rank | |||
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ruin probability | |||
| Property / zbMATH Keywords: ruin probability / rank | |||
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renewal model | |||
| Property / zbMATH Keywords: renewal model / rank | |||
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Sparre-Andersen model | |||
| Property / zbMATH Keywords: Sparre-Andersen model / rank | |||
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barrier problems | |||
| Property / zbMATH Keywords: barrier problems / rank | |||
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overshoot | |||
| Property / zbMATH Keywords: overshoot / rank | |||
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undershoot | |||
| Property / zbMATH Keywords: undershoot / rank | |||
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exit times | |||
| Property / zbMATH Keywords: exit times / rank | |||
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mixed Erlang class | |||
| Property / zbMATH Keywords: mixed Erlang class / rank | |||
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Revision as of 04:51, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier |
scientific article |
Statements
Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier (English)
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30 March 2017
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ruin probability
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renewal model
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Sparre-Andersen model
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barrier problems
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overshoot
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undershoot
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exit times
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mixed Erlang class
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