Exit Times, Overshoot and Undershoot for a Surplus Process in the Presence of an Upper Barrier.
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| Title: | Exit Times, Overshoot and Undershoot for a Surplus Process in the Presence of an Upper Barrier. |
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| Authors: | Boutsikas, Michael1 mbouts@unipi.gr, Politis, Konstadinos1 |
| Source: | Methodology & Computing in Applied Probability. Mar2017, Vol. 19 Issue 1, p75-95. 21p. |
| Database: | Mathematics Source |
| ISSN: | 13875841 |
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| DOI: | 10.1007/s11009-015-9459-2 |