Some characteristics of a surplus process in the presence of an upper barrier. (Q1413315)
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scientific article; zbMATH DE number 2004017
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some characteristics of a surplus process in the presence of an upper barrier. |
scientific article; zbMATH DE number 2004017 |
Statements
Some characteristics of a surplus process in the presence of an upper barrier. (English)
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16 November 2003
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Classical risk model
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Random walks
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Stopping times
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Ladder heights
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First passage times
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Overshoot
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0.8462767
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0.8063139
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0.7620966
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0.7474188
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