Boundary crossing of order statistics point processes
DOI10.1016/J.JMAA.2016.10.044zbMATH Open1357.60053OpenAlexW2545441904MaRDI QIDQ342919FDOQ342919
Authors: Pierre-Olivier Goffard, Claude Lefèvre 
Publication date: 18 November 2016
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2016.10.044
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Probability distributions: general theory (60E05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Characterization and structure theory of statistical distributions (62E10) Order statistics; empirical distribution functions (62G30)
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Cited In (8)
- Crossing points of distributions and a theorem that relates them to second order stochastic dominance
- Duality in ruin problems for ordered risk models
- Boundary crossing probabilities for locally Poisson processes
- Fast calculation of boundary crossing probabilities for Poisson processes
- On the profitability of selfish blockchain mining under consideration of ruin
- Fraud risk assessment within blockchain transactions
- Two-sided exit problems in the ordered risk model
- Title not available (Why is that?)
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