Approximations in the problem of level crossing by a compound renewal process
From MaRDI portal
(Redirected from Publication:1732073)
Recommendations
- Level-crossing problems and inverse Gaussian distributions. Closed-form results and approximations
- Markov chain approximation methods in a class of level-crossing problems
- The difference of two renewal processes level crossing and the infimum
- Integro-local theorems in boundary crossing problems for compound renewal processes
- First crossing of basic counting processes with lower non-linear boundaries: A unified approach through pseudopolynomials (I)
Cites work
- Analytical best upper bounds on stop-loss premiums
- Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time
- Approximations for the probability of ruin within finite time
- Explicit Solutions for Survival Probabilities in the Classical Risk Model
- Non-Poissonian claims' arrivals and calculation of the probability of ruin
- On the Density and Moments of the Time of Ruin with Exponential Claims
- On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
- Ruin probabilities
- Ruin probabilities expressed in terms of ladder height distributions
Cited in
(8)- scientific article; zbMATH DE number 1156447 (Why is no real title available?)
- Level-crossing problems and inverse Gaussian distributions. Closed-form results and approximations
- The difference of two renewal processes level crossing and the infimum
- On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences
- Crossing time and renewal numbers of two PH-renewal processes
- Analytical approximations to the dynamics of cubic level crossing model
- The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences
- Approximate estimation methods for the moments of stochastic processes
This page was built for publication: Approximations in the problem of level crossing by a compound renewal process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1732073)
