Inequalities in a two-sided boundary crossing problem for stochastic processes (Q2030772)
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scientific article; zbMATH DE number 7356187
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| English | Inequalities in a two-sided boundary crossing problem for stochastic processes |
scientific article; zbMATH DE number 7356187 |
Statements
Inequalities in a two-sided boundary crossing problem for stochastic processes (English)
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7 June 2021
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stationary stochastic process with independent increments
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first exit time
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boundary crossing problem
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ruin probability
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0.7757285833358765
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0.7341192960739136
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0.7341192960739136
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0.7311956882476807
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