This is a preview. Log in through your library . Abstract We consider a Markov additive process (MAP) with phase-type jumps, starting at 0. Given a positive level u, we determine the joint ...
This is a preview. Log in through your library . Abstract We consider risk processes that locally behave like Brownian motion with some drift and variance, these both depending on an underlying Markov ...
Probability theory has long provided a rigorous framework for quantifying uncertainty, yet its extension to infinite sets introduces profound conceptual challenges and opportunities. Contemporary ...
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