Pages that link to "Item:Q2282550"
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The following pages link to On double-boundary non-crossing probability for a class of compound processes with applications (Q2282550):
Displaying 4 items.
- Escape probabilities from an interval for compound Poisson processes with drift (Q2087071) (← links)
- On the asymptotics of the probability to stay above a non-increasing boundary for a non-homogeneous compound renewal process (Q2145062) (← links)
- Simulating level crossing probabilities by importance sampling for non-decreasing compound Poisson processes with bounded jumps and a negative drift (Q2743919) (← links)
- Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics (Q6170541) (← links)