The ascending ladder height distribution for a certain class of dependent random walks
- 1 December 1993
- journal article
- Published by Wiley in Statistica Neerlandica
- Vol. 47 (4) , 269-277
- https://doi.org/10.1111/j.1467-9574.1993.tb01423.x
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Ladder heights and the Markov-modulated M/G/1 queueStochastic Processes and their Applications, 1991
- An insensitivity property of the ruin probabilityScandinavian Actuarial Journal, 1985