scientific article; zbMATH DE number 5175717

zbMath1199.60001MaRDI QIDQ5295709

Dmytro Gusak

Publication date: 31 July 2007

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 (3)

Conditions for balance between survival and ruin ⋮ Sojourn time of almost semicontinuous integral-valued processes in a fixed state ⋮ The cumulant representation of the Lundberg root in the case of semicontinuous processes

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