Number of jumps in two-sided first-exit problems for a compound Poisson process
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Publication:340120
DOI10.1007/S11009-015-9453-8zbMath1349.91146OpenAlexW778803061MaRDI QIDQ340120
Publication date: 11 November 2016
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-015-9453-8
classical risk modeldoubly-killed scale functionnumber of claimstwo-sided first-exit timetwo-sided smooth exit-recovery time
Related Items (2)
A note on ruin problems in perturbed classical risk models ⋮ Distributional study of finite-time ruin related problems for the classical risk model
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