First crossing time, overshoot and Appell-Hessenberg type functions (Q2833723)
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scientific article; zbMATH DE number 6656329
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| English | First crossing time, overshoot and Appell-Hessenberg type functions |
scientific article; zbMATH DE number 6656329 |
Statements
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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0.8326243758201599
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0.8210472464561462
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0.7940434813499451
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0.7927253246307373
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0.7917723655700684
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