On the Distribution of the Supremum for Stochastic Processes with Interchangeable Increments

DOI10.2307/1994071MaRDI QIDQ5521099zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

probability theory

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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