On Ruin Problems for a Compound Poisson Process

Cited In (22)

Old and new examples of scale functions for spectrally negative Lévy processes
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On the Gerber-Shiu function for a risk model with multi-layer dividend strategy
Queue-size distribution in energy-saving model based on multiple vacation policy
State of a process with independent increments at the moment of exit from an interval
Stock optimization in transportation/storage systems
Transient workload distribution in the \(M/G/1\) finite-buffer queue with single and multiple vacations
On a modification of the classical risk process
Potential and resolvent of a lattice random walk
Distribution of certain functionals for a random walk with steps that are bounded below
Queueing systems with resume level
The magnitude of a positive level jump
Output stream of leaky integrate-and-fire neuron without diffusion approximation
On hitting the high level by a random walk with delay at the origin
Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes
Central limit theorem for homogeneous processes with independent increments and semi-Markov commutations
The magnitude of a positive level jump
Magnitude of the level jump by a random walk at the superposition of two renewal processes
The limiting distribution of the time to attain the level for a random walk with reflection onto the superposition of two regeneration processes
Limit distribution of the first passage time of a regenerating random walk with reflection

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