First-crossing and ballot-type results for some nonstationary sequences

DOI10.1239/AAP/1183667620MaRDI QIDQ3590748zbMATH OpenOpenAlexFDO

Authors Claude Lefèvre

Publication date 3 September 2007

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.aap/1183667620

zbMATH Keywords

first-crossingballot-type results

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Sums of independent random variables; random walks (60G50)

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• A finite-time ruin probability formula for continuous claim severities
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• Ballots, queues and random graphs
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• First-exit times for compound poisson processes for some types of positive and negative jumps
• Geeta distribution and its properties
• Nonstationarity and randomization in the Reed-Frost epidemic model
• On the first meeting or crossing of two independent trajectories for some counting processes.
• Problèmes de ruine en théorie du risque à temps discret avec horizon fini
• Some recent results on the distributions of stopping times of compound Poisson processes with linear boundaries
• The distribution of general final state random variables for stochastic epidemic models
• The first rendezvous time of Brownian motion and compound Poisson-type processes
• The random walk associated by the game of roulette
• Two-Sided Bounds for the Finite Time Probability of Ruin
• Use of Lagrange Expansion for Generating Discrete Generalized Probability Distributions

Cited in

(3)

• On the Lagrangian Katz family of distributions as a claim frequency model
• From damage models to SIR epidemics and cascading failures
• Takács' asymptotic theorem and its applications: a survey

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