On the Distribution of the Supremum for Stochastic Processes with Interchangeable Increments
From MaRDI portal
Publication:5521099
DOI10.2307/1994071zbMath0144.39602OpenAlexW4230987263MaRDI QIDQ5521099
Publication date: 1965
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1994071
Related Items (6)
An improvement to the convolution method of calculating \(\psi\) (u) ⋮ Calculation of the probability of eventual ruin by Beekman's convolution series ⋮ Ruin probabilities for two collaborating insurance companies ⋮ Short proofs in extrema of spectrally one sided Lévy processes ⋮ Bounds for the solution to the single-period inventory model with compound renewal process input: an application to setting credit card limits ⋮ A TANDEM QUEUE WITH LÉVY INPUT: A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH
This page was built for publication: On the Distribution of the Supremum for Stochastic Processes with Interchangeable Increments