Ladder height distributions with marks

DOI10.1016/0304-4149(95)00005-RzbMath0829.60093OpenAlexW2062076118MaRDI QIDQ1899258

Volker Schmidt, Soren Asmussen

Publication date: 15 January 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00005-r

zbMATH Keywords

Palm distributionfluid modelslocal timestationaritymarked point processladder heightsCampbell's formulastochastic risk theory

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (5)

Dam processes with state dependent batch sizes and intermittent production processes with state dependent rates ⋮ Large deviations results for subexponential tails, with applications to insurance risk ⋮ Taylor-series expansion for multivariate characteristics of classical risk processes ⋮ A wide class of heavy-tailed distributions and its applications ⋮ Distribution of the first ladder height of a stationary risk process perturbed by \(\alpha\)-stable Lévy motion

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