scientific article

zbMath1249.60001MaRDI QIDQ2880788

Dmytro Gusak

Publication date: 17 April 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

diffusionrisk processcompound Poisson processalmost semi-continuous processsemi-continuous process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Sums of independent random variables; random walks (60G50) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Markov renewal processes, semi-Markov processes (60K15) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (6)

On the distribution of functionals of the subordinator ⋮ Mathematical model of banking operation ⋮ Potential method in the limit problems for the processes with independent increments ⋮ Distributions of overshoots for almost continuous stochastic processes defined on a Markov chain ⋮ Conditions for balance between survival and ruin ⋮ On the resolvent of the Lévy process with matrix-exponential distribution of jumps

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