Refined distributions for a multi-risk stochastic process

DOI10.1080/03461238.1977.10405638MaRDI QIDQ4151053zbMATH OpenOpenAlexFDO

Authors John A. Beekman, Clinton P. Fuelling

Publication date 1977

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1977.10405638

Mathematics Subject Classification ID

Special processes (60K99) Statistical distribution theory (62E99) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• Asymptotic distributions for the Ornstein-Uhlenbeck process
• Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
• Evaluations of barrier-crossing probabilities of Wiener paths
• First passage time and extremum properties of Markov and independent processes
• scientific article; zbMATH DE number 3433270 (Why is no real title available?)
• The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t)

Cited in

(4)

• A stochastic model of computer use
• Compound poisson processes, as modified by Ornstein-Uhlenbeck processes, Part II
• Weak convergence of random growth processes with applications to insurance
• Interest and mortality randomness in some annuities

This page was built for publication: Refined distributions for a multi-risk stochastic process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4151053)