A review of first-passage theory for the Segerdahl-Tichy risk process and open problems
Year of publication: |
2019
|
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Authors: | Avram, Florin ; Perez-Garmendia, Jose-Luis |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 7.2019, 4/117, p. 1-21
|
Subject: | affine coefficients | first passage | hypergeometric functions | scale functions | Segerdahl process | spectrally negative Markov process | Theorie | Theory | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7040117 [DOI] hdl:10419/257955 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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