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Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions - MaRDI portal

Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions (Q2644299)

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Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions
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    Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions (English)
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    10 September 2007
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    first crossing time
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    compound Poisson process
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    order statistics
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    generalized Appell polynomials
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    generalized Abel-Gontcharoff polynomials
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    recursive methods
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    dam modelling
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    risk theory
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