Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion
Work
Year: 2002
Type: article
Source: Journal of Applied Probability
Authors Chunsheng Zhang, Rong Wu
Institution Nankai University
Cites: 5
Cited by: 23
Related to: 10
FWCI: 0.382
Citation percentile (by year/subfield): 82.08
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed