Boundary Problems for a Compound Poisson Process

DOI10.1137/1119001MaRDI QIDQ4085038zbMATH OpenOpenAlexFDO

Authors V. S. Korolyuk

Publication date 1974

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1119001

Mathematics Subject Classification ID

Markov processes (60J99) Sample path properties (60G17)

Cited in

(5)

• Old and new examples of scale functions for spectrally negative Lévy processes
• On the Gerber-Shiu function for a risk model with multi-layer dividend strategy
• On a modification of the classical risk process
• Potential method in the limit problems for the processes with independent increments
• Asymptotic method for probability problems

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