Fluctuations of an omega-type killed process in discrete time
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Cites work
- scientific article; zbMATH DE number 2149873 (Why is no real title available?)
- scientific article; zbMATH DE number 2149874 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- A combinatorial approach to the two-sided exit problem for left-continuous random walks
- An elementary approach to discrete models of dividend strategies
- Basic analytic combinatorics of directed lattice paths
- Discounted probabilities and ruin theory in the compound binomial model
- Exit times for a class of random walks exact distribution results
- First passage problems for upwards skip-free random walks via the scale functions paradigm
- Fluctuation identities for omega-killed spectrally negative Markov additive processes and dividend problem
- Fluctuations of Lévy processes with applications. Introductory lectures
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- Mathematical fun with ruin theory
- On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance
- Ruin probabilities in the compound binomial model
- SOME RESULTS FOR SKIP-FREE RANDOM WALK
- The Omega model: from bankruptcy to occupation times in the red
- The theory of scale functions for spectrally negative Lévy processes
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