Tree-indexed processes: A high level crossing analysis.
Journal of Applied Mathematics and Stochastic Analysis (2003)
- Volume: 16, Issue: 2, page 127-139
- ISSN: 2090-3332
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topKelbert, Mark, and Suhov, Yuri. "Tree-indexed processes: A high level crossing analysis.." Journal of Applied Mathematics and Stochastic Analysis 16.2 (2003): 127-139. <http://eudml.org/doc/50747>.
@article{Kelbert2003,
author = {Kelbert, Mark, Suhov, Yuri},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {ruin probability; Lundberg's bound; random tree; multiple choice potential ruin; dynamical system; phase portrait},
language = {eng},
number = {2},
pages = {127-139},
publisher = {Hindawi Publishing Corporation, New York},
title = {Tree-indexed processes: A high level crossing analysis.},
url = {http://eudml.org/doc/50747},
volume = {16},
year = {2003},
}
TY - JOUR
AU - Kelbert, Mark
AU - Suhov, Yuri
TI - Tree-indexed processes: A high level crossing analysis.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2003
PB - Hindawi Publishing Corporation, New York
VL - 16
IS - 2
SP - 127
EP - 139
LA - eng
KW - ruin probability; Lundberg's bound; random tree; multiple choice potential ruin; dynamical system; phase portrait
UR - http://eudml.org/doc/50747
ER -
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