On the Distribution of the Supremum for Stochastic Processes with Interchangeable Increments
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Publication:5521099
DOI10.2307/1994071zbMATH Open0144.39602OpenAlexW4230987263MaRDI QIDQ5521099FDOQ5521099
Authors: Lajos Takács 
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
Cited In (6)
- An improvement to the convolution method of calculating \(\psi\) (u)
- Bounds for the solution to the single-period inventory model with compound renewal process input: an application to setting credit card limits
- Calculation of the probability of eventual ruin by Beekman's convolution series
- A TANDEM QUEUE WITH LÉVY INPUT: A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH
- Ruin probabilities for two collaborating insurance companies
- Short proofs in extrema of spectrally one sided Lévy processes
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