✦ LIBER ✦

First Exit Times for Ordinary and Compound Poisson Processes with Non-linear Boundaries

✍ Scribed by S. Zacks

Publisher: Springer US
Year: 2007
Tongue: English
Weight: 364 KB
Volume: 9
Category: Article
ISSN: 1387-5841
DOI: 10.1007/s11009-007-9024-8

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

First exit times for compound Poisson da

First exit times for compound Poisson dams with a general release rule

✍ Jiyeon Lee 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 119 KB

A Two-Sided First-Exit Problem for a Com

A Two-Sided First-Exit Problem for a Compound Poisson Process with a Random Upper Boundary

✍ D. Perry; W. Stadje; S. Zacks 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 153 KB

The first exit time and ruin time for a

The first exit time and ruin time for a risk process with reserve-dependent income

✍ Sung Nok Chiu; Chuan Cun Yin 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 120 KB

This paper investigates the ÿrst exit time and the ruin time of a risk reserve process with reserve-dependent income under the assumption that the claims arrive as a Poisson process. We show that the Laplace transform of the distribution of the ÿrst exit time from an interval satisÿes an integro-di

On the distribution of the time of the f

On the distribution of the time of the first exit from an interval and the value of a jump over the boundary for processes with independent increments and random walks

✍ V. F. Kadankov; T. V. Kadankova 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 348 KB