First crossing time, overshoot and Appell-Hessenberg type functions (Q2833723)

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scientific article; zbMATH DE number 6656329
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    First crossing time, overshoot and Appell-Hessenberg type functions
    scientific article; zbMATH DE number 6656329

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      First crossing time, overshoot and Appell–Hessenberg type functions (English)
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      25 November 2016
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      insurance risk model
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      point process
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      Appell polynomials
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      ruin probability
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      first-crossing time
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      overshoot
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