Tree-indexed processes: A high level crossing analysis
From MaRDI portal
Publication:1412378
DOI10.1155/S1048953303000091zbMath1036.60076MaRDI QIDQ1412378
Yu. M. Sukhov, M. Ya. Kel'bert
Publication date: 10 November 2003
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/50747
dynamical system; ruin probability; phase portrait; random tree; Lundberg's bound; multiple choice potential ruin
60J85: Applications of branching processes
60K10: Applications of renewal theory (reliability, demand theory, etc.)
Related Items
On Exit Times of a Multivariate Random Walk and Its Embedding in a Quasi Poisson Process, Multilayers in a modulated stochastic game, Random observations of marked Cox processes. Time insensitive functionals, On fluctuations of a multivariate random walk with some applications to stock options trading and hedging, Random Walk Analysis in Antagonistic Stochastic Games