Title | About the first crossing of the Poisson process with a curved upper boundary |
Publication Type | Journal Article |
Year of Publication | 1999 |
Authors | Marinov A, Jeliazkov J, Ignatov T |
Journal | Annuaire de l’Université de Sofia “St. Kliment Ohridski”. Faculté de Mathématiques et Informatique |
Volume | 91 |
Issue | Livre 1 - Mathématiques et Mecanique |
Pagination | 97-105 |
ISSN | 0205-0808 |
Keywords | first crossing time, Poisson process, risk theory, upper boundary |
Abstract | 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 |
Attachment | Size |
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91-097-105.pdf | 630.44 KB |