The following pages link to (Q5699574):
Displaying 8 items.
- Escape probabilities from an interval for compound Poisson processes with drift (Q2087071) (← links)
- First-passage times of regime switching models (Q2251701) (← links)
- On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238) (← links)
- The tax identity for Markov additive risk processes (Q2445485) (← links)
- Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application (Q4999834) (← links)
- Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains (Q5086622) (← links)
- On special representations of automorphisms of \(\sigma\)-finite measure spaces using Poincaré recurrence theorem and Hopf decomposition (Q6086426) (← links)
- The two-barrier escape problem for compound renewal processes with two-sided jumps (Q6171136) (← links)
