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Volumn 1997, Issue 1, 1997, Pages 58-69

The probability of ruin in finite time with discrete claim size distribution

Author keywords

Compound Poisson process; First crossing; Generalized Appell polynomials; Upper increasing boundary

Indexed keywords


EID: 84872046250     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.1997.10413978     Document Type: Article
Times cited : (89)

References (14)
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  • 8
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  • 9
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    • First crossing of basic counting processes with lower non-linear boundaries. A unified approach through pseudo-polynomials (I). To appear in the September 1996 issue of
    • Picard, Ph. and Lefèvre, C. (1994b). First crossing of basic counting processes with lower non-linear boundaries. A unified approach through pseudo-polynomials (I). To appear in the September 1996 issue of Adv. Appl. Prob.
    • (1994) Adv. Appl. Prob
    • Picard, P.H.1    Lefèvre, C.2
  • 11
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    • Concerning Appell sets and associated linear functional equations
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  • 12
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    • Some properties of polynomials sets of type zero
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    • Some exact results for one-sided distribution tests of the Kolmogorov-Smimov type
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    • Whittle, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.