✦ LIBER ✦

Hitting straight lines by compound Poisson process paths

✍ Scribed by Wolfgang J. Bühler; Prem S. Puri; Hans-J. Schuh

Book ID: 105590480
Publisher: Springer Japan
Year: 1990
Tongue: English
Weight: 784 KB
Volume: 42
Category: Article
ISSN: 0020-3157
DOI: 10.1007/bf02481140

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the First Hitting Time of a One-dimen

On the First Hitting Time of a One-dimensional Diffusion and a Compound Poisson Process

✍ Mario Abundo 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 383 KB

Vehicle path specification by a sequence

Vehicle path specification by a sequence of straight lines

✍ Kanayama, Y.; Yuta, S. 📂 Article 📅 1988 🏛 IEEE 🌐 English ⚖ 967 KB

The poisson distribution of secondary pa

The poisson distribution of secondary particles in straight-line paths. Approximation in quantum field theory

✍ B. Barbashov; S. Kuleshov; V. Matveev; V. Pervushin; A. Sissakian 📂 Article 📅 1971 🏛 Springer-Verlag ⚖ 476 KB

Risk theory for the compound Poisson pro

Risk theory for the compound Poisson process that is perturbed by diffusion

✍ François Dufresne; Hans U. Gerber 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 496 KB

Some Results for the Compound Poisson Pr

Some Results for the Compound Poisson Process That is Perturbed by Diffusion

✍ Chun-sheng Zhang; Lian-zeng Zhang; Rong Wu 📂 Article 📅 2002 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 141 KB

The compound Poisson process perturbed b

The compound Poisson process perturbed by a diffusion with a threshold dividend strategy

✍ Kam C. Yuen; Yuhua Lu; Rong Wu 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 160 KB

## Abstract In this paper, we consider the compound Poisson process perturbed by a diffusion in the presence of the so‐called threshold dividend strategy. Within this framework, we prove the twice continuous differentiability of the expected discounted value of all dividends until ruin. We also der