Scandinavian Actuarial Journal · 1970 · 33 citations · 2 references
EngineeringMathematicsProbability TheoryRisk AnalysisStochastic ProcessesBrownian MotionFirst Passage TimesMarkov ProcessesPoisson ProcessesProbability DistributionsRisk TheoryFirst-passage Time DistributionsFirst-passage Time TheoryInterarrival Time DistributionsMean First Passage TimePoisson Process ModelsTime-dependent Distribution
Abstract The title of this paper might as well have been “On the distribution in time of certain first passages in a Poisson process (in the proper sense) with nonzero mean and two barriers, one reflecting or absorbing and the other one absorbing”.
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Research in collective risk theory
Gerhard Arfwedson · Scandinavian Actuarial Journal · 1953 · 32 citations