| Заглавие | About the first crossing of the Poisson process with a curved upper boundary |
| Вид публикация | Journal Article |
| Година на публикуване | 1999 |
| Автори | Marinov A, Jeliazkov J, Ignatov T |
| Списание | Annuaire de l’Université de Sofia “St. Kliment Ohridski”. Faculté de Mathématiques et Informatique |
| Том | 91 |
| Issue | Livre 1 - Mathématiques et Mecanique |
| Pagination | 97-105 |
| ISSN | 0205-0808 |
| ключови думи | first crossing time, Poisson process, risk theory, upper boundary |
| Резюме | The paper is concerned with the distribution of the first crossing of a simple Poisson process trajectory with an upper boundary. Exact formula is derived when the upper boundary has a vertical asymptote. |
| 1991/95 MSC | primary 60J75, secondary 60G40 |
| Прикачен файл | Размер |
|---|---|
 91-097-105.pdf | 630.44 KB |