On double-boundary non-crossing probability for a class of compound processes with applications
Year of publication: |
2020
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Authors: | Dimitrova, Dimitrina S. ; Ignatov, Zvetan G. ; Kaishev, Vladimir K. ; Tan, Senren |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 282.2020, 2 (16.4.), p. 602-613
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Subject: | Applied probability | Doubly stochastic Poisson (i.e Cox) processes | Fast Fourier transform | Finite-time non-ruin probability | Inventory management under stochastic demand | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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