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Please use this identifier to cite or link to this item: https://research.matf.bg.ac.rs/handle/123456789/1902
DC FieldValueLanguage
dc.contributor.authorMilošević, Bojanaen_US
dc.date.accessioned2025-04-04T14:17:11Z-
dc.date.available2025-04-04T14:17:11Z-
dc.date.issued2014-
dc.identifier.urihttps://research.matf.bg.ac.rs/handle/123456789/1902-
dc.description.abstractLet (X<sub>t,</sub> t \geq 0) be the sum of a Brownian motion and two independent compound Poisson processes, and let τₓ be the first hitting time of a fixed level x > 0 by this stochastic process. We show the existence of a density with respect to the Lebesgue measure. A link with ruin theory is also presented.en_US
dc.language.isoenen_US
dc.publisherNiš : Prirodno-matematički fakulteten_US
dc.titleThe Existence of the Density of the Ruin Time for the Sum of Two Compound Poisson Processes Perturbed by a Diffusionen_US
dc.typeConference Objecten_US
dc.relation.conferenceSrpski matematički kongres=Serbian Mathematical Congress(13 ; 2014 ; Vrnjačka Banja)en_US
dc.relation.publication13. Serbian Mathematical Congress : Book of abstractsen_US
dc.identifier.urlhttps://tesla.pmf.ni.ac.rs/people/smak/book_of_abstracts.pdf-
dc.contributor.affiliationProbability and Mathematical Statisticsen_US
dc.relation.isbn978-86-6275-026-6en_US
dc.description.rankM34en_US
dc.relation.firstpage58en_US
dc.relation.lastpage58en_US
item.grantfulltextnone-
item.cerifentitytypePublications-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.openairetypeConference Object-
item.fulltextNo Fulltext-
item.languageiso639-1en-
crisitem.author.deptProbability and Statistics-
crisitem.author.orcid0000-0001-8243-9794-
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