First crossing time, overshoot and Appell–Hessenberg type functions (Q2833723)

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scientific article; zbMATH DE number 6656329
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First crossing time, overshoot and Appell–Hessenberg type functions
scientific article; zbMATH DE number 6656329

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    First crossing time, overshoot and Appell–Hessenberg type functions (English)
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    25 November 2016
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    insurance risk model
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    point process
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    Appell polynomials
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    ruin probability
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    first-crossing time
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    overshoot
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