Sojourn time of almost semicontinuous integral-valued processes in a fixed state

DOI10.1007/s11253-012-0571-yzbMath1260.60171OpenAlexW2036660982MaRDI QIDQ1759966

Dmytro Gusak

Publication date: 23 November 2012

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-012-0571-y

zbMATH Keywords

risk processcompound Poisson processLundberg equationalmost semi-continuous processsemi-continuous process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Cites Work

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• How often is the sum of independent random variables larger than a given number?

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