About the first crossing of the Poisson process with a curved upper boundary

Authors

  • Avgustin Marinov
  • Jivko Jeliazkov
  • Tzvetan Ignatov

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.

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Published

1999-12-12

How to Cite

Marinov, A., Jeliazkov, J., & Ignatov, T. (1999). About the first crossing of the Poisson process with a curved upper boundary. Ann. Sofia Univ. Fac. Math. And Inf., 91, 97–105. Retrieved from https://ftl5.uni-sofia.bg/index.php/fmi/article/view/272

Issue

Vol. 91 (1999): Ann. Sofia Univ. Fac. Math and Inf.

Section

Articles