Pages that link to "Item:Q4532400"

The following pages link to First-exit times for compound poisson processes for some types of positive and negative jumps (Q4532400):

Displaying 30 items.

• On a dual model with barrier strategy (Q442880) (← links)
• On a class of stochastic models with two-sided jumps (Q660145) (← links)
• On the time to ruin and the deficit at ruin in a risk model with double-sided jumps (Q952859) (← links)
• A generalized penalty function in the Sparre Andersen risk model with two-sided jumps (Q962017) (← links)
• Exit problems for the difference of a compound Poisson process and a compound renewal process (Q1025609) (← links)
• The first passage time problem for mixed-exponential jump processes with applications in insurance and finance (Q1724420) (← links)
• Exit problems for jump processes having double-sided jumps with rational Laplace transforms (Q1724885) (← links)
• Some recent results on the distributions of stopping times of compound Poisson processes with linear boundaries (Q1763436) (← links)
• On the generalized telegraph process with deterministic jumps (Q1945608) (← links)
• Escape probabilities from an interval for compound Poisson processes with drift (Q2087071) (← links)
• Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
• Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
• First exit times for ordinary and compound Poisson processes with nonlinear boundaries (Q2462649) (← links)
• First exit times for compound Poisson dams with a general release rule (Q2466775) (← links)
• A two-sided first-exit problem for a compound Poisson process with a random upper boundary (Q2487759) (← links)
• On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models (Q2520532) (← links)
• The perturbed compound Poisson risk model with two-sided jumps (Q2654186) (← links)
• The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier (Q2657891) (← links)
• Stochastic Dynamics for Passage Times and Diffusion Approximations for Finite Capacity Storage Models with Different Kinds of Barriers (Q2844027) (← links)
• A Direct Approach to the Discounted Penalty Function (Q3088982) (← links)
• Storage Models for a Class of Master Equations with Separable Kernels (Q3449751) (← links)
• First-crossing and ballot-type results for some nonstationary sequences (Q3590748) (← links)
• Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process (Q3643188) (← links)
• Ruin under stochastic dependence between premium and claim arrivals (Q4583617) (← links)
• ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY (Q4608109) (← links)
• The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (Q5079181) (← links)
• On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
• Hysteretic Capacity Switching for M/G/1 Queues (Q5423132) (← links)
• A Two-Sided Exit Problem for a Difference of a Compound Poisson Process and a Compound Renewal Process with a Discrete Phase Space (Q5454675) (← links)
• The two-barrier escape problem for compound renewal processes with two-sided jumps (Q6171136) (← links)