Boundary crossing of order statistics point processes-Reference-Cited by-同舟云学术

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Boundary crossing of order statistics point processes

Published:2017-03 Issue:2 Volume:447 Page:890-907
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Goffard Pierre-Olivier^ORCID,Lefèvre Claude

Funder

Fédération Wallonie-Bruxelles

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference23 articles.

1. Ruin Probabilities;Asmussen,2010

2. Stochastic Simulation: Algorithms and Analysis;Asmussen,2007

3. Kendall's identity for the first crossing time revisited;Borovkov;Electron. Commun. Probab.,2001

4. On point processes having an order statistic structure;Crump;Sankhyā,1975

5. On the characterization of point processes with the order statistic property;Feigin;J. Appl. Probab.,1979

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2. Fraud risk assessment within blockchain transactions;Advances in Applied Probability;2019-06

3. Duality in ruin problems for ordered risk models;Insurance: Mathematics and Economics;2018-01

4. Two-Sided Exit Problems in the Ordered Risk Model;Methodology and Computing in Applied Probability;2017-11-15

5. On the First Crossing of Two Boundaries by an Order Statistics Risk Process;Risks;2017-08-18

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