Some characteristics of a surplus process in the presence of an upper barrier. (Q1413315)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Some characteristics of a surplus process in the presence of an upper barrier. |
scientific article |
Statements
Some characteristics of a surplus process in the presence of an upper barrier. (English)
0 references
16 November 2003
0 references
Classical risk model
0 references
Random walks
0 references
Stopping times
0 references
Ladder heights
0 references
First passage times
0 references
Overshoot
0 references