Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions (Q2644299)
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scientific article; zbMATH DE number 5189042
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| English | Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions |
scientific article; zbMATH DE number 5189042 |
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Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions (English)
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10 September 2007
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first crossing time
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compound Poisson process
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order statistics
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generalized Appell polynomials
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generalized Abel-Gontcharoff polynomials
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recursive methods
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dam modelling
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risk theory
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0.8741077
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0.87155986
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0.8660172
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0.8652961
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0.8651863
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0.8633474
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0.8613968
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