Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier (Q518857)
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scientific article; zbMATH DE number 6698222
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier |
scientific article; zbMATH DE number 6698222 |
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Exit times, overshoot and undershoot for a surplus process in the presence of an upper barrier (English)
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30 March 2017
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ruin probability
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renewal model
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Sparre-Andersen model
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barrier problems
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overshoot
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undershoot
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exit times
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mixed Erlang class
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